I say fort. Thorns and IM are not what they used to be. While thorns is certainly not useless, with a fishy it is all about your merc getting that first body for your CE chain, and fort does it better.
If you get a high level Thorns it could certainly add a nice bit of damage, depending on what type of monster is hitting your Skellies. Fort is just better at keeping your Merc alive. It depends on what you want.
Except against bosses, my skellies rarely fight. With the 85% boost from infinity to the fire side of CE, and the 100% boost from amp for the physical side of CE. Merc gets one body, pop it with CE, whole screen dies instantly.
Like mantis said, thorns does add damage. However, I have found (I used to have bramble on my merc) that Fort or CoH not only keep the merc alive better, they help him get that 1st kill faster, which in turn speeds up my run.