If you have a decent pack you carry with you then its not much of an issue. Find powery trees, then strap your poles to your backpack, vertically on either side, then ski. If you like it, then fine. If not then take them off and ski with them.
I have to agree it is a liberating feeling, but I don't like the possibility of cratering and then spending the next 20 mins fishing all my gear up. Thats why I just strap them to my backpack.