Both are far more forgiving than skateboarding, even given the speeds you're sometimes wiping out at.

You just sort of bounce down the slope, and it hardly even scuffs up your snow gear.

Wipe out at a quick on a skateboard - the pavement has no give, and you're not all bundled up because it's summer. You're getting road rash, minimum, maybe some more serious damage to bones, head, etc.

Rollerblades, not quite as bad. They aren't constantly trying to run away from you. Similar failure mode though.