As no one has fully explained what was going off i'll say this, those games require 10.1 to play, if you're on 9.8 you won't be able to play any game that requires 9.9+ to play so anything from around the release of Triforce heroes (Some may be fine but that's an easy rule of thumb), 3DSdb will tell you what firmware a game requires.
That update is from the game itself and is different from doing it via the system settings, you could use them to update to 10.1 (just double check it does still say 10.1 in the message as you said it did) so you can play them and still be able to downgrade later on as 10.1 is exploitable, just don't go past that.
There's nothing a Sky3DS can do about that, it has to follow the same rules as a standard game, if a game requires a specific firmware version the game includes the required update, being able to update and still use it with out zero fuss is the only advantage the Sky3ds has over other options.