There is not a lot of difference in the wireless performance of the two Sky routers. The only way you would get much advantage is to use a long ethernet cable between the routers so they are physically separated by a fair distance. This way when you are out of range of one router, you will be in range of the other.

It is possible to leave the wireless on in both routers, but if you do this you have to make sure that both are using the same SSID, the same password and broadcasting on the same channel. In theory, this means if you move out of the range of one router it should immediately connect to the other one. As said there is not much point unless the routers are separated by a fair distance.

If you have a large house it may be an idea to use a Homeplug network to connect the routers. This would be just as good as a long ethernet cable.