I try to not even turn with the skid steer, to keep it from tearing up the driveway, grass, whatever it's on, let alone run circles with it.
For basic loader work I find the tractor far more user friendly. Loading a dump trailer, for example, I can see where to put the next bucket load in the trailer.
The longer reach of the tractor's loader is also very helpful a lot of times, and especially when using pallet forks.
But my main complaint about the skid steer is the procedure required to get in and out of it. Gotta do the seatbelt and turn the hydraulics back on every time. Loading something on a flatbed can be quite complicated since if I want to get out and see exactly where things are, either the loader must by high enough or all the way down to be able to open the door.
With the tractor I can simply hop out and take a look, then get back in the seat without having to do anything special to continue. Plus, for the most part I can stay seated since I can see what's going on anyway.