Question: Why would Skynet want to kill Kyle Reese? If he doesn't go back, he won't destroy the first Terminator, and that arm will not end up becoming Miles Dyson's inspiration for creating Skynet (as stated in T2), and if Skynet isn't created at that point, they will never exist in the future. Surely the machines would work this out, and make sure the loop is completed (i.e, not killing Kyle so Connor can send him back?
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Answer: No because the timestream clearly has some flex in it for changes, but Judgment Day is inevitable. The arm and chip were destroyed, yet Skynet was still built in T3. In all the timelines, Skynet is built and John Connor beats it. So killing Kyle or John is Skynet's only real option.
Grumpy Scot