The software likely has not been updated to reflect the new CPUID.
Also for clarification for all in this thread, the 21.5" iMac does not have Skylake because there is no quad core Skylake non-mobile CPU with Iris Pro Graphics available from Intel and never will be (Intel's decision). As such, the socketed CPUs in the 21.5" iMacs have to go with the only 2 broadwell CPUs with Iris Pro graphics (the i5-5765C or i7-5775c). Since the 27" iMacs all have dedicated GPUs, they can go with the standard Skylake socketed parts which have the lower end integrated graphics since its not being used.
Similarly, the MacBook Pro 15" was not upgraded to newer CPUs because at the time a quad core mobile part based on broadwell or skylake was not available. The 13" rMBP was updated because a dual core version was available. The MBAs were similarly updated.
Expect sometime in 2016 that the 15" rMBP will be updated with Skylake based quad core chips with Iris Pro or dedicated GPUs. I expect no such CPU refresh on either the 27" or 21.5" retina iMacs until Cannonlake in late 2016/early 2017.