The "skin" you're talking about is the seed coat, made up of the testa (outer part) and tegmen (inner part). I'm unsure if the tegmen is roasted away somehow, or just sticks to the inside of the testa during the roasting process, but most of the "skin" is going to be the testa. This is the same part as the papery brown layer inside of a peanut.

I think the difference you're referring to is basically the difference in thickness of the testa, being thicker and somewhat chunkier around the hilum, the point where the kernel attaches to the endocarp (shell). On a peanut, this is that little divot by the radicle (the small little piece of nut at the heel of the peanut in addition to the two main parts called cotyledons)

Hopefully this makes sense, this would be way easier to explain if I was sitting there eating pistachios with you lmao. Having trouble finding helpful detailed photos of pistachios with visible parts that I can label.