I actually like the idea that she is not a Skywalker, that she came from nothing and rose as a counterpoint to Kylo Ren, as explained by Snoke. All that ties into the force balance she discusses with Luke earlier on. It just annoys me in retrospect that it seemed so heavily telegraphed in TFA that she was one of the clan. Almost like JJ Abrams put the music there because it sounded good, with no regard for what it communicated.
Also if she isn’t a Skywalker then the whole I-IX sequence surely then centres on Vader rather than the Skywalker clan as a whole, which would be cool. And it makes her bond with Kylo more interesting. I concur that a final revelation that she IS a Skywalker after all could make for some good drama, I just don’t think TFA and TLJ together demonstrate that they know what the overall arc of this trilogy was going to be.