The buttons on the remote control are just not good. They require several button presses to send a signal. Changing the volume requires like 5 or 6 button presses before it finally registers. Basically, the remote doesn't work well.
It's a fairly flimsy, cheap remote. But still, one expects to receive a functioning product.
I believe this is normal and that the buttons you are trying to use to skip are in fact programmed to use with a NAD radio tuner, to change the frequency (radio stations)