As far as I know, the original design included the provision to jettison the main wheels, but I haven't actually heard of this being done 'in action'. It may be that this system was changed (along with the original explosive method of removing the tail section), or perhaps it wasn't very reliable.
The central skid was more of a 'back up' system, and there were many incidents of Horsas losing the main gear after a heavy landing, and ending up on the skid.
The LZ at Pegasus bridge, although relatively rough, was adequate enough and, with the ground being soft but level, the main wheels would have created more drag, allowing a landing in the space available, whereas using just the skid might have entailed a longer landing run.
Note that one of the Horsas stopped when it hit a fence and barbed wire line, only a few yards from the objective !