I've had this various times as well and found out what was going on. Not sure if it's the case with you guys but a lot of skills for certain classes are context sensitive. For example there are a few PGL skills that can only be performed after you have evaded an attack. Or in the case of a MRD there are coupe skills that can only be performed once you have entered the steadfast stance. Look in the actions info or just hold your mouse over the icon on the action bar and it will say at the end of the description the conditions that need to be met to use the action.