Skew-symmetry in last two indices. By definition the Levi-Civita connection $\nabla$ of a Riemannian metric $g$ preserves that connection, so that $\nabla g = 0$. Thus, if we view the curvature as a section $R \in \bigwedge^2 T^*M \otimes \operatorname{End}(TM)$, the induced action of $R$ on $g$ is $R \# g = 0$. Expanding gives
$$0 = (R\#g)(Z, W) = -g(R\#W, Z) - g(R\#Z, W) .$$
But rearranging gives exactly that $g(R\#W, Z)$ is skew in $W, Z$ as claimed.
Equivalently, since $\nabla$ preserves $g$, so does $R$, in the sense that it takes values in $\bigwedge^2 T^*M \otimes \mathfrak{o}(g)$, and lowering an index with $g$ gives an isomorphism $\mathfrak{o}(g) \cong \bigwedge^2 T^*M$. In particular, this does not hold for general linear connections (which generically do not preserve metrics).
Pair-swapping symmetry. The pair-swapping identity for a Levi-Civita connection $\nabla$ is generated by the two transposition symmetries and the Bianchi identity, $$\mathfrak{S}[R(X, Y) W)] = 0 ,$$ where $\mathfrak{S}[\cdots]$ denotes the sum over cyclic permutations in $Y, Z, W$. But the Bianchi Identity can be proved by writing the expression $\mathfrak{S}[R(X, Y) W)]$ using the definition of curvature, rewriting everything in terms of Lie brackets (which in particular requires torsion-freeness of $\nabla$), and applying the Jacobi identity.