Skid steer should run off road for your benefit. The fuel is the same, dye is added afterwards simply to distinguish it. Usually about 50 cents cheaper. However if you only have one skid steer and one tank to fill your skid steer and trucks, then just run the on road. Not worth the ticket in the trucks especially if it is a commercial vehicle. Its not an equipment violation, the DOR gets involved and they aren't happy when they don't get their money.
Aside from the dye and the ethics of it, the two fuels are one in the same.