I don't know about figure skaters, but for girl gymnasts I have heard that it is the intense training itself that delays puberty (by generating a lot of testosterone), and gives you a certain body type and a high squeeky voice, etc.

I'm not sure what the physical effects might be of the kind of training that skaters undergo. Michelle Kwan, in interviews, has said that the only thing she doesn't like about her figure is her "skater's bubble butt." Also that she was leery at first of adding weights to her Pilates because she didn't want to "bulk up."