Yeah, I noticed that a lot. I've been thinking about losing weight and learning to skin dive after seeing the series. Living in Chicago, I suspect there are places to learn to skin dive, rent or buy equipment, and even clubs. I'm not sure, but with the lake I'd think there would be lots of opportunities.
As for the safety, it is what I read and heard, too. Of course, as a professional, he'd have to have a partner to do this on all jobs and maybe he just isn't that big enough of an outfit. Also maybe once you get enough experience you can go it alone, but regardless of your experience accidents happen and having a buddy can and will save your life. The series did (and continues to do) a dis-service in not explaining covering this fact. My suggestion is those showing the reruns should have some type of notice at the beginning on safety and maybe explain Mike is a professional, don't do this at home, etc (like on Myth Busters).
In any case, you're right.