Other than possibly ripping your skin off (ouch) there is no worry about getting it on your skin. In fact, using Acetone to clean it off is more harmful than the CA itself. Unless of course your fingers are stuck together.
It was used during Vietnam to glue solders back together to minimize bleeding until they got to a med tent, and it is used in the medical field today in place of stitches.
https://en.wikipedia.org/wiki/Cyanoacrylate
Breathing the fumes are more harmful than anything.
I don't worry so much about getting it on my skin (other than gluing myself together) I worry more about it suddenly sticking to the blank. The pen part baggy over the finger tip works great because if it does grab, it simply pulls the baggy off your finger as you yank your hand back with an "oh sh*t" reaction.
But everyone has their preference.
Funny story,
Years back I had a boss that wasn't too bright. I saw him with a full tube of CA, one of the larger tin tubes. A few minutes later he approached me with one hand in his back pocket. He casually asked me where the Acetone was. I looked at the hand behind his back and I slowly drew a sarcastic smirk on my face and ask "You glued you hand to your ass didn't you?"....
He later explained he had put the tube in his back pocket and "forgot" about it. Later he felt a warming sensation and then remembered the glue, he stuck his hand in to pull the tube out. By then the tube was firmly glued to his jeans and in trying to dig it out got glue on this fingers, gluing all 4 together as well to his jeans.
He didn't last long.