We had the same issue. What we noticed is that jQuery was loading when the controlpanel was there and that the darkknight skin was working.

After adding the controlpanel to the skin:

<%@ Register TagPrefix="dnn" TagName="CONTROLPANEL" Src="~/Admin/Skins/controlpanel.ascx" %>

<div id="ControlPanelWrapper">

<dnn:CONTROLPANEL runat="server" id="cp"  IsDockable="True" />

The problem was solved. 

Conclusion: 
To load the jQuery the controlpanel definition needs to be available in the skin otherwise it isn't working even when you are not logged in.

None of these solutions worked for me either.

What worked in my case was referecning the DNN:Search tag. Without it - the jQuery would not load when logged out.

  <%@ Register TagPrefix="dnn" TagName="SEARCH" Src="~/Admin/Skins/Search.ascx" %>

 <dnn:SEARCH ID="dnnSearch" runat="server" ShowSite="false" ShowWeb="false" EnableTheming="true" Submit="Search" CssClass="SearchButton" />

 Hope this helps someone