fins on a surfboard help the board to track and plane down the surface of the wave...
Skis have edges to accomplish this, and due to the fact that on a wave you are moving with and against the water, while skiing you are pushing through or over...they are very different...
That said . Snowboards had fins back in 1981 - the burton backwoods. Recently the swallow tail has come back for similar reasons
on skis fins would have a negligable affect, the largest negative would be increased drag against the fin causing snow building up and quick abrupt speed changes when you transition through different snow layers