I see you are asking me about "sensation" and skepticism. But "sensation" is not a function. So I won't fall into the trap of trying to argue that "sensing one's environment" correlates with skepticism. Si and Se are functions.
However, I will say that Sensing types are skeptical about intellectual ideas in general. Primarily, I think, because they don't need them or rely on them.
But every Sensing type is a little different about this. The ISTJ is known to engage in intellectual discussion, according to descriptions. I have done intellectual battle with an ISTJ in real life many times. One thing I can tell you is that he is excellent at finding and pursuing a weak spot in an argument. He also told me he scored 100% on the S category. But you really can't look at it that way, as the functions work together and never, ever individually.
Projection is the psychological reason that Sensors are skeptical. They like to pull the wool over other peoples' eyes, and so they are afraid someone will do it to them, and are likely to develop the ad hoc belief that someone is actually doing so. So skepticism develops into a knee-jerk reaction.
Now the N types - contrary to what you may read on the internet, particularly about the NTs - are definitely naive rather than skeptical. They are automatically willing to accept the possibility that someone is not lying. First of all, they tend to be the most honest in their attitude toward life, so they naturally assume that everybody else is the same way. Sensors love to pull the wool over the eyes of iNtuitives.
One more point: The iNtuitives are far more likely to suffer from Idealistic Projection than the Sensors - they wear rose colored glasses concerning various things, people, etc. Whereas the Sensors try to see things as they are, but sometimes go too far and off-handedly reject ideas, especially new ones that don't fit in with their previous ideas, without sufficient thought. But the Si is likely to give new ideas more thought relative to the Se, even if the thought is directed toward finding holes to punch in those ideas. The iNtuitive is more likely to "try on an idea for size," no matter how outlandish it sounds at first, especially the Ti iNtuitive. But the Te iNtuitive is more likely to reject an idea that fails to mesh with their previous ideas.