New mid- to high-end Bauer skates have quick-release blades (see Tuuk Lightspeed Edge) with the idea that you may want to change a broken blade during a game or something. The blade holder has a sort of trigger on it, then you just have to pry the steel out. It would barely take a minute.

If you are in fact able to take skates as carry-on, I wonder what they would do with spare sharpened steel on its own?