Skeletons are able to pick up swords / armor in 1.15.2 through dispenser or by dropping the item on the floor but it doesn't work with enchanted bows.

In the latest snapshot (20w14a), no mob is able to pick up items (in my testings though, in creative with spawn eggs and with natural generation during night time).

Apparently, after reading a similar bug report it works using commands, but not without. I believe it's a vanilla feature so it's a bug I guess.