Of course you can do this. It's a valid tactic. Knowing where and when to disembark from a skimmer is an art. For example, putting the slimmer between an objective and the opponent is a great way to capture or contest an objective. Especially a devilfish, with it's huge bulk, it makes a great Los blocker and it mimics what soldiers would do in real life, that is get behind the giant block of metal and hunker down.
Shooting underneath the skimmer is a good tactic also, just remember that the target can typically fire back.