As for the second part of your question, there are both benefits and drawbacks and it all depends on your perspective. Firstly, practically-speaking, wild-caught fish are less able to adapt to new conditions and tend to be older. They are also less likely to be able to cope with common aquarium diseases which cultivated strains have become quite resistant to. On the other hand, kept in the right conditions, wild-caught fish tend to be more brightly colored and even hardier because they are less inbred. This can also make them easier to breed - though this can go both ways as many wild-caught fish are difficult to breed if you do not match conditions accurately enough.
Another way of looking at the pros/cons is from the point of view of preserving wild populations and protecting species. This isn't really an issue with many freshwater species kept by aquarists but removing wild fish from their environment can deplete wild populations, making their gene pools narrower. This is a problem both because of the knock-on effect it might have on other species in the same ecosystem or simply because the particular species, if it is not regularly bred in captivity, might die out. Equally, it can protect them as some species are actually more numerus in captivity where they are bred regularly than in the wild where they are almost entirely extinct due to habitat destruction.
Honestly though, it is very unlikely that the snakeskins are wild-caught. No idea why your fish shop would claim this. Where do you live? My new LFS has snakeskins in all the time but I live in the UK.
