Attack skills increase your damage (idk the exact formula, never bothered to check it)
I think it's Base Damage x (0.7 x effective skill)%
at least for melee weapons and guns, I think it scales differently with psi
I'm assuming that should read base damage x ( 1 + (0.7 x effective skill)% ) in which case 8.5% increase per stat point equates to around an extra 3% per stat point if I've done the maths correctly. E.g. at 100 effective skill vs. 108 effective skill, you end up with:
1+0.7x1 vs. 1+0.7x1.08 as the damage multiplier to base damage, i.e. 1.7 vs 1.756. 1.756/1.7 => 3% increase in damage
Therefore, you'd need to spend 3 points in Per to get the same effect as 'Gun Nut' on its own, all other things being equal. Sure its nice to boost Per for an extra 3% damage per stat point, but only if you had literally nowhere else to spend the points.
Pretty sure this is only true for skills = 100. Consider as skills approach infinite, the 1 makes no difference. But yeah, much less than 10% anyways, more like 5 by the end of the game 
In any case, I think this mere discussion proves the need for some form of guide or suggested builds 
True, but skills don't approach infinity. I used 100 as a reasonable 'base' skill level, as it assumes you're level 18 and have fully invested in the skill each level up. As I understand it, the highest 'base' skill is 135 at level 25, which doesn't make too much difference to the derived % increase - perhaps its around 4% per stat point at level 25, around 3% at level 15, and lower than this in the early game. Note that here I'm considering the 'base' as the points you invest in the skill each level up, with stat bonuses then applying on top of this at the flat rate of 8.5% per increment.
I'm not aware of any items adding to guns / throwing / crossbow / melee skill, so the base is fairly constrained in the game.
The 5% you've assumed wouldn't apply even at a base of 200 (base 200 => 4.7% increase I think) which would be at the equivalent of level 38.
Anyway, the main point of this is not to get sucked into the maths, but to point out that Underrail is not a game modelled around intricate calculations on dps (games like WoW are the model for this as far as I know, where developers spend a lot of time looking at damage output / damage mitigation possible for builds and even quite small increments in additional dps can be the difference between winning and losing a boss fight).
Rather, in Underrail being short 10% dps isn't usually what gets you killed - its being in a situation where your build doesn't have the right options to easily defeat the given encounter. As such, versatile builds tend to be better than one-trick ponies. As a slight digression, the main reason that Psi builds were completely overpowered back in the day was that they were a simple way of having single target damage / aoe damage / mech resistance bypassing damage / crowd control with just a single attribute and 3 skill investments out of your total 8.
With the changes to the feats, particularly in this final alpha version, my review of the details on the wiki makes me think that its now much harder to qualify for a broad mix of feats (i.e. attribute requirements have been increased for many of the really good feats) which means that the days of max'ing out your primary damage attribute are gone, unless you only want that one-trick pony.
Edit: one interesting fact though is that each additional point in an attribute adds more to damage output than the previous one, i.e. 15 vs. 14 is a bigger damage increase than 14 vs 13 and so on. Its quite a nice system in many ways, in that extreme specialisation does create a clearly apparent change rather than being prone to diminishing returns as many systems are.
