I think it isn't part of their skin but when you really think about it wool and silk are produced by animals that we just so happen to use it for ourselves to make clothing. I think Pokemon just so happen to produce it in a shape that look like clothing already. I don't think they take them off but as it get worn out they just naturally produce a new one underneath it. Kinda like snake skin to the point where they are never "naked" and never need to be.
As a bonus I think Kadabra/Alakazam use raw metal from the earth to create their spoons using psychic powers.
Another headcanon for is what happen if one part of an Exeggcute get lost/killed then what happen to the rest and how would effect evolving. I think nothing really happens if one part get lost though the reminding group would obviously be weaker due to it and evolving require a leaf stone exactly for this reason, the power of the stone "revive" any missing unit before actually evolving the Pokemon by creating new eggs right before.
