"I believe that in a well designed RPG one should be able to complete any game with the party of his choice"You certainly can. If you play a no-reload game, i.e. death = game over some combinations are more difficult than others. But otherwise I don't see what you're referring to. I've completed it with a solo level 1 knight.
I think the skill system is quite good. Sometimes it might lack some logic but I think that it is very well balanced (I think paladins are underpowered, though). I really like that you can't get all the "needed" skills unless you play the default KTCS party.
The skill system in MM6 is boring since any class can learn all misc skills and master any skills they have access to.
It would be very interesting if the skills a class can learn and the level (novice/expert/master/GM) the class can obtain was dependant on race as well.