I think you'll find wave riding skimboards like the one in that vid are made of foam like a surfboard and do carry some volume, they aren't using the little plywood ones when there riding waves ( volume still not a myth
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Volume is not nearly as important in kiting as many other aspects such as surface area and in some styles of riding it doesn't play any part of all, when talking about drifting the kite and riding just the wave unpowered by the kite then volume does have a role to play