While a boat like the Anas Acuta should have a skeg if you paddle intermediate or above conditions, the space it takes up in a very low volume kayaks outweighs it for most paddlers. The harder the conditions you paddle or the lower your skill level, in the more you need a skeg.
Now you know how a skeg works. Most boats don't need the skeg to go all the way down in order to have the boat turn downwind. Go out and experiment with different skeg settings.