I assume this isn’t intentional, since most skill nodes are set up so they work when you convert the damage type. A couple stick out, though.
Gathering Storm’s Thunderous Strikes gives it lightning penetration, which does nothing if you’ve converted it to cold or physical.
Storm Crows’ Storm Breath deals more damage per stack of shock on the target, but it’s possible to convert crows shock chance to frostbite chance. Storm Breath should probably also apply to frostbite stacks for this reason.