I'm not a skater, so I don't know the dynamics. But, I was thinking someting similar. It would be a good way to train - often skating for each other and critiquing. They are competitors but they don't have to be enemies - not that they are. There's no secrets - they know each others programs. Skating around each other would create some comroderie that could support them in competition. In track and field competitors have to actually run togeather in relays. They are very used to performing around each other.
That's a good point, and one that's also true of gymnastics, where individual athletes have to compete with each other as teammates in the team event, supporting and drawing on each other, and then against each other as competitors in the individual all-around and apparatus finals. Heck, the team event also serves as qualifying for the individual events, so you have to learn to support your teammates to do their best so your team can medal, even though that best may cost you a chance to compete for a medal in a later event. No wonder gymnasts often seem to have such a laser focus while they're competing. Not only might individual skaters benefit from training alongside fellow athletes who can give them a real sense of where the competitive bar is on a regular basis, but skating is adding more team events. Skaters will need to develop a similar ability to compartmentalize and to handle these mixed emotions, and that mental toughness would presumably carry over to their individual events.