Interestingly, the original plans for Scotia Centre included a skywalk to Midtown Plaza, but I guess they couldn't reach a deal with the mall. That's one spot where I think having a skywalk connection would be reasonable.
I am generally not a fan of them, other than in select circumstances. There are a number of good urban design reasons why they make the streets they pass over less pleasant and hospitable. They block views to the sky, adjacent buildings, and vistas to more distant landmarks. Imagine a skywalk spanning 21st Street that ruins the view of the Bessborough from Midtown. It would be a criminal act upon our cityscape. Take a look at Rose St in Downtown Regina looking north to their great old train station:
https://www.google.ca/maps/@50.45169...7i13312!8i6656. Ruined by a goddamn skywalk.
It's also the condition on the sidewalk underneath and near the skywalk that is problematic. Shadowing and blocking of the sun can inhibit viability of street trees, kill appeal of patios, and the general sociability of the street. Nobody stops to linger under a skywalk because it's a pleasant experience. You walk faster to get to the other side of it. Look at several streets of Downtown Calgary that have been deadened by skywalks.
So, skywalks might be okay where they don't f*** things up too badly. Such as connecting building complexes across a lane. But if we have to have a conversation about a connected system of walkways, I think underground is better.