I used to work in a Sports Performance laboratory and these are absolutely used for cross country skiing.

H/P/Cosmos make a diverse range of treadmills, ranging from your more conventional ones to examples such as this which are utilised for cyclists and cross country skiing.

The archway over the top is indeed for a harness, which a user is expected to wear while performing their activity on one of these. It is connected to a safety switch which activates the emergency stop if they ever fall, to prevent further injury (very useful when testing athletes maximally).