Check coding on the Steering Control Module, when I retrofitted my MFSW, I recoded it and it wouldn't skip on the audio menu like yours..the only way I could get it to work was to change the coding for having the wiper stalk buttons. Take a note of what number the stalk option has and change it, I turned the stalk OFF.
It then gave me an error code about the Control Module being incorrectly coded but everything works exactly as it should but I could skip tracks on the audio menu with the MFSW buttons