Bleh, I would rather not create a whole new skill for psionics. Since it's so important in Dark Sun, I would argue that psionic power encompasses multiple fields: Arcana, Nature, Perception and even Endurance would factor in to using and understanding psionics.
1. It's naturally-occuring, IE, an inborn power. Namely, an adaptation by the organisms that possess it to the world around them. Understanding the natural environment helps understand how and why creatures, sentient and otherwise, have psionic powers.
2. Psionics manipulates reality, alters the underlying "weave" of existence. Obviously, specialized training in the form of Arcana helps contribute to an understanding of The Way.
3. You probably won't understand what the hell is going on, but people on Athas are familiar enough with psionics to recognize it as such when it is manifested.
4. Moreso than any other magic, psionics is completely reliant on the physical and mental fortitude of the caster to properly wield it. It does originate solely from their minds, after all.