This should be fine, unless you are using SkeletonGraphic, in which case, SkeletonGraphic (because of UnityEngine.MaskableGraphic which is used to interface with the UI system) has a limitation where it can only use 1 texture.
If you're not using SkeletonGraphic, can you show specifics of what your setup looks like?
A normal setup should have no problem with multiple textures. See the Dragon example skeleton and scene, which uses 2 textures.