Interestingly, the xprop command does change the properties of the aterm window, it's just that the change has no effect (an icon for aterm remains on the taskbar).
Here are the properties of the aterm window before:
$ xprop # I click on the aterm window to select it
WM_PROTOCOLS(ATOM): protocols WM_DELETE_WINDOW
WM_STATE(WM_STATE):
window state: Normal
icon window: 0x0
---snip---
Then I run this command:
$ xprop -name aterm -f _NET_WM_STATE 32a -set _NET_WM_STATE _NET_WM_STATE_SKIP_TASKBAR
Now notice the first line of output when I view the xproperties of aterm again...
$ xprop # I click on the aterm window to select it
_NET_WM_STATE(ATOM) = _NET_WM_STATE_SKIP_TASKBAR
WM_PROTOCOLS(ATOM): protocols WM_DELETE_WINDOW
WM_STATE(WM_STATE):
window state: Normal
icon window: 0x0
---snip---
...yet an icon for aterm remains on the taskbar.
Bottomline is that the xprop command successfully changes the relevant window's relevant property, but the change has no effect. Why not?