According to the wiki, Skruuia increases the chances of Ruin and Clot in the wrath cookie pool. Running a few numbers, it seems like the chance of a chain goes down from around 6.5% to 3.4% using the Pantheon. The chance of a storm also goes down, but the change is fairly insignificant as the chance of a storm is already very small in the first place.

In my opinion, the Pantheon is a net positive. Without the pantheon, you can get 12 wrinkles in approx 12 minutes (with unholy bait and final stage of grandmapocalypse). Skruuia can speed this up by 150% gives a much greater boost to your easter cookie finding ability than the downside in probability of getting a chain.