I've considered this too. Sounds a lot safer if you use maintained sled trails to summit rather than try to ascend a 20 degree slope in deep snow towing somebody on skis. Also the snowmobile will cover the skier with snow.
When we were kids we would grab a pint of schnapps and pull a plastic sled behind snowmobile or jeep in the sandpits. It was fun but those rocks and stumps would leave your but and hips black and blue. The jeep was better because it sprayed less snow in your face.
20 degrees? With competent riders on a modern mountain sled, you can definitely tandem stuff much steeper than that, and a good solo rider can get places that blow my mind.
To the original point, riding a sled is a sport, just like skiing or dirtbiking, and having a reasonable skillset and knowledge base is fairly important to manage risks in the backcountry. It sounds like the OP has that side covered, but beyond avalanche risk, you've got a lot of more mundane but still safety-critical considerations, starting with your ability to control a sled in three-dimensional terrain and potentially above exposure (or just places where it will take a very long time to extract a sled). Then there's fuel range, mechanical ability if something stops working or the sled has a loud discussion with a tree or rock, etc. And if you can't ride out due to personal injury, do you have a way to communicate and the ability to camp out until help arrives?
As the Wyoming atv brochure says, you can ride further in a few hours than you can walk in a day; what's your emergency plan? Having skis and skins along does mitigate that substantially, even if it might make for a long and uncomfortable day and night.
With all that said, there are places where a sled opens up all sorts of skiing options, whether just to eliminate a long rolling approach or even to do laps, just try to have your eyes open as to what you're getting in to.
And yes, my first day out with sleds involved me hitting a tree and breaking parts, as well as my other sled (ridden by a friend) deciding that it preferred not to have the engine running. I learned a whole lot, but it wasn't cheap.