Why are Skylines illegal in (most of) the USA?

Because it wasn't built to meet US emissions and safety laws. Being legal in Japan is no guarantee that it will pass US or European laws and vise versa. You have to meet the local laws to be legal.

If Nissan wanted they could have spent millions designing them to be US legal and building extra cars just for emissions and crash testing. They obviously didn't think the US sales would be enough to offset the extra costs.

Its legal because it passes US laws. I assume you are referring to the emissions due to a large engine. There is no law against engine displacement at least in the US and it passes our laws for pollution. Dodge obviously built it for the US market.

They are not allowed in because the government has to protect the domestic car manufacturers. The Japanese gov only lets American car companies import a few thousand new cars a year but Japanese car companies don't have those restrictions in the united states. emissions and safety are just excuses. I own a 91 GTR and the seatbelts, seats, windshield and exterior are all legal. (its not like in the states you guys have special glass or seatbelts) Its for political reasons not issues at the DMV.

There's more to making a Skyline legal in the US than just the engine and exhaust. It must conform to safety requirements too. Different seatbelts, lighting, windows/windshield are needed as well. Parts of the body must be modified to conform to US standards too and all this is different than Japan's requirements.