RadButton inherits directly from RadWebControl, which implements the ISkinnableControl interface. Make sure you have installed the RadControls properly and you don't have a problem with your Visual Studio, since the RadButton works properly and can be skinned with its embedded skins and with external ones. For more information you can take a look at this video
demonstrating how the default behavior looks on our side.
the Telerik team
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items