To reproduce:

1. Go to https://en.wikipedia.org/wiki/Special:ExpandTemplates?useskin=cologneblue
2. Fill in content title = Main Page, input wikitext = {{ambox}}
3. Click OK button
4. The template is rendered, but with the default skin. Sometimes the whole point is to preview how something looks under different skins.

Environment: live enwiki, which is apparently

• MediaWiki 1.31.0-wmf.21 (rMW828e6ccf0542)
• HHVM 3.18.6-dev (srv)
• MariaDB 10.0.32-MariaDB