This question is all the more intriguing to me because of the politics involved. Any move toward giving the ISU more direct contact with and control over individual skaters will risk running into two roadblocks.
First, as Toni mentions, ever since it's founding in 1892 as a confederation of 15 European skating organizations, the ISU has existed primarily as a forum where representatives of National Federations can get together to establish uniform rules for the sport, etc.
No individual skater -- not even Sonia Henie

-- has ever been a "member" of the ISU.
For this to change, and for the ISU to allow skaters to qualify for ISU championships directly without going through their federations, would mean that the fedeartions would be turning over the majority of their power to the central ISU administration (Cinquanta and his staff). The federations -- especially the smaller ones -- would have a lot to lose and little to gain by doing this.
(On the other hand, the ISU Judging System has already taken away the lion's share of influence from the judges nominated by the member federations and given it to the technical panel which is appointed directly by the ISU. So maybe Cinquanta is trying to move things in this direction anyway.)
The second problem is that, for better or for worse, figure skating sees itself as an "Olympic sport." The IOC does not invite individual athletes to compete in the Olympics. Rather, each country sends a team in the hope of winning more medals that the other guys do.
The rules are set so that each country, not each individual athlete, is allowed to participate on an equal footing.
All of which doesn't mean that big changes are impossible. Just that there is a lot of inertia to overcome if someone really did want to bring about a new way of looking at things.
