This is generally true. He's been to the shop. = He was at the shop but he isn't there now. He's gone to the shop. = He isn't here now - he's travelling to the shop, at the shop or returning from he shop. You would be understood if you said I've gone skiing but it would be better say I've been skiing - the former sounds a bit uneducated. Of course, if you are speaking to someone on the phone, you could say I've gone skiing. This would mean that you're at the ski resort at the moment.

Whether or not it is still true is not specified by the grammar. It depends on context. I'll give you some examples. When you hear a fifty year old man say "I have been a baby", you know from context that he does not intend to say he is still a baby. When you hear a person say "I have lost something", you know they are not talking about their distant past. They probably mean they still cannot find the thing they have lost. Again, you know this from common sense, not from the grammar. The language does not tell you; only the context and common sense tell you. I cannot detect any difference between "I have been skiing" and "I have gone skiing".

‘to ski’ and ‘to go skiing’ can have slightly different meanings and uses. I ski but my wife snowboards. (We’re probably on the same mountain but doing different things.) I go skiing but my wife goes to Hawaii. (We’re on different vacations) We’d go skiing at the crack of dawn. (We left to go skiing in the morning) We’d ski all winter. What have you been doing on your weekends this winter? I’ve gone skiing a lot. What have you been up to lately? I’ve been skiing a lot.

My sense of it is that this varies regionally among English-speaking countries. I think (but I'm not sure) that in the UK they use "been" in this kind of sentence more frequently, whereas in the States we would probably say "gone". That said, I don't think either of your sentences say what you actually mean to say. "I've been skiing this year" suggests that you spent the entire year skiing. "I've gone skiing" will sound more natural with a moderator after it, such as "I've gone skiing before." On the other hand, "I've gone skiing this year," is just kind of confusing. Adding "this year" actually muddies what you mean. In short: the answer here is a little more complex than what your grammar book here suggests. Also, English speakers anywhere will understand any variation on this phrase when they recognize that you are not a native speaker and make adjustments for that.