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Some people delight in trying to scare us (especially politicians, but that's another conversation......). I have seen this 'skin' before. I think it's harmless and part of the lettuce. Even other lettuces have it. For what it's worth, here is a link:
I don't personally purchase any veggies unless they are organic or grown myself. I don't buy meat unless is has no antibiotics or hormones either. I don't want any more chemicals than necessary in my body!