The key to understanding why this doesn't (and won't) work is to understand the difference between variables/symbols and strings.
A string is nothing more than an arbitrary (from ICM's perspective) sequence of characters. The string has no meaning beyond the letters and numbers that make it up. A string will be delimited by quotation marks, and can be manipulated with functions such as "concatenate".
A symbol or variable on the other hand represents some specific underlying value in the system. The actual textual characters that you see in the script editor are only there for you to understand it's meaning, behind the scenes the symbol is being matched to some internal statistic or variable value. You will notice that, unlike strings, they are correctly referenced without any quotation marks. As the characters that make up a variable name do not represent a string to the system, you cannot dynamically build variable names via concatenate or other string based functions.
What you are doing in your set node is constructing the variable name as a string, and ICM has no way of realizing that your string is meant to represent some a variable rather than simply being an arbitrary string of text. This is why you do not see a numeric value being returned.
AFAIK, there is no way in ICM to dynamically convert a string value into the variable it represents. You are going to have to reference your skill group variable explicitly in your set variable step without quotes (i.e. Set variable x = SkillGroup.CCM2.HRNA_US_English.LoggedOn). You can create some aspect of dynamic behavior by creating a string of IF nodes checking your call variable values and then branching to the appropriate set node.
