As you probably know, a skipper that knows what's good for it would be laying its eggs on grasses, so that doesn't seem to be what they're up to. A few times I have seen yellowjackets similarly dipping their abdomens into the ground at the edges of water bodies. The first time I watched this behavior, I eventually saw what looked like a tiny worm come out of the end of the yellowjacket's abdomen, and then the yellowjacket flew away. Horsehair worms and some nematodes are parasites of arthropods and are known to compel their hosts to come to water when they are mature so that the worms' eggs can develop there. In the well-known examples, the worm is very long and it bursts out of the host, killing it. The one I saw was apparently small enough that it didn't cause much damage and the host was able to resume its normal life. I have never read about this happening with Lepidoptera--or with Hymenoptera for that matter--but until someone comes up with a better explanation, I'm guessing that something like that is going on here.

Moved from Butterflies.

European Skipper (Thymelicus lineola), great match with photo# 20638 here in the BugGuide. The only species identified in Genus Thymelicus.