No, they're not part of wheels. Not at all. You don't need a skewer when you build a wheel. Parts of a wheel are spokes, rims, spoke nipples, hubs. Without a skewer, a wheel is still a functional wheel.
If they're part of wheels, why don't wheel builders supply skewers with every wheel they build?
Want skewers? Buy 'em or only buy wheels that come with skewers. Simple. Easy peasy. No tears.