Do we need remote site settings for REST models in Skuid ?

It is only mandatory if you want the model service to use the Salesforce APEX Proxy to route your REST API calls.  This is the way these models default, because its the cleanest way of getting around CORS issues that usually prevent access to resources on other domains. 

If you can work those things out in other matters - don’t use the apex proxy and everything will happen directly client side.   (This is configured in the model service setup screen)