Of course they are lower skilled jobs being exported. The rising tide of productivity and economic growth means that "low-skilled job" is a moving target. It's a relative term, and it's an indication that jobs in advanced economies are getting more skilled. Moving jobs overseas costs time and money; it's not done for no reason.
Efficiency is "output/cost". If you get the same output for less money, that's more efficient. A car that goes 100 miles on one gallon is more efficient than an car that goes 50 miles on one gallon.
Calling service jobs not real jobs is an old fallacy. Apparently people had the same reaction during the rise of manufacturing. How could manufacturing be really doing something? It just takes things from nature and rearranges them. Everyone knew that only farming and growing things was really creating value.
If someone pays money for something, then value has been created. Service jobs also include programming the iPod, making movies, designing more efficient road systems, career advice, education, medicine, childcare, babysitting, price comparison, ... to me it seems clear there is a lot of value. Mobile dog washes ... well, I'm not so sure, but it must be of value to someone.
And the final point in Economics 101: stable economies are not healthy. You need growing economies. The bedrock of growing economies is really simple. It's the allocation of scarce resources to the most effective use, and the most important scarce resource is people. That's why it's good that jobs are destroyed (in the long run): it's the only way to free people for better jobs. Meanwhile, the places where the jobs go are also getting richer, and downloading more music, watching more movies etc etc
I am not depressed. What gave you that idea? I know I'm right because the past 500 years proves me so.