While Jay realised he could craft a rudimentary mind for each of his skeletons, for the current situation it could turn out bad. Immediately he thought to choose Blue - however, there was a beast hunting him, and when a skeleton gained a fresh mind it seemed like it needed time to learn how to fight again.
If all of them gained minds right now, he would be like a sitting duck.
Once they gained a mind they lost part of their connection to Jay and couldn't copy his, albeit primitive, fighting techniques.
Mentally, they were more like new babies rauther than clones of Jay's mind.
Red and Blue were both level four and currently needed for protection, while Lamp and Sweeper were confronting the beast, so naturally, Jay chose the next in line: Dark.
He was happy with the choice anyway, as he thought the idea of an assassin skeleton was too cool to pass up; he would do whatever he could to advance this particular skeleton and make it stronger.