They're wrong, you're correct. You should indeed level skills under General that are important.
For a Mage, all the skills are useful except Dimensional Jump. That's just used to teleport around since Mages aren't exactly known to be Evasion-type classes.
As for the MP drain, that's pretty common. If you're going through MP fast, that tends to mean you're doing most of the damage.
You can get fashion that reduce MP consumption though. Having an Illusionist around helps too.