The AI does not design units of its own and since the Dead don't have any preset melee units using ghosts, you'll have to design some yourself if you want computer opponents to use them.
Don't use skeletons. Use ghosts (the female version of their units), they have 50% physical resistance. Build them from a high essence Fortress with Aura of Might and they can take a ton of damage without any armor. With Undying Curse, you can get them up to groups of 6 by killing wandering monsters long before enemies can max out their army size. You can compensate for the inferior weapons with Heart of Fire.
The Dead do start slow but they have some big advantages. Their units can get the undying curse trait, which increases their number by 1 for every enemy they kill. Their female units have 50% resistance vs. physical damage. Their terror ability allows them to lock down powerful creatures to be whittled down. I think the key to playing the Dead is to focus more on troop production in the beginning. Get some cheap troops out fast so they can use their terror ability to help take down po