It can be argued that it should be possible to drink from buckets. I'm not entirely convince (it's uncivilized!), but I can see the argument. The greatest problem right now is that the implementation of fluid substances isn't exactly optimal, so it cannot easily be done in any generic way. Right now, it is the drinking vessels themselves, and not the substances, that define the actions that occur upon drinking. I'd like to fix this some time, but it isn't exactly my highest priority.
You should be perfectly able to fill your skin from a bucket, though. It has always worked for me. Just take the bucket and right-click the skin with it.