That can't be right. My own testing (in Pokemon Diamond and Pearl) shows that an ability such as Sand Stream is activated if another Pokemon gains that ability, either through Skill Swap or Role Play:
-- turn 1 --
* Pokemon 1 with Sand Stream becomes active
* Sand Stream is activated
* Pokemon 2 uses Sunny Day
-- turn 2 --
* Pokemon 2 uses Skill Swap (or Role Play)
* Pokemon 2 gains Sand Stream
* Sand Stream is activated.
However, this will work only if the ability was not already activated for that Pokemon since it became active.
-- turn 1 --
* Pokemon 1 with Sand Stream becomes active
* Sand Stream is activated
* Pokemon 2 uses Sunny Day
-- turn 2 --
* Pokemon 2 uses Skill Swap (or Role Play)
* Pokemon 2 gains Sand Stream
* Sand Stream is activated.
However, this will work only if the ability was not already activated for that Pokemon since it became active.