The crossbow skill should work. Where are you in the game? When I first got a crossbow it only did crushing damage, but started doing piercing damage as I progressed (beginning of the citadel was just crushing, in the imp village it did piercing and crushing, not sure where that changed). Perhaps with lower stats the piercing damage is not significant enough to show up, though it should be with the crossbow skill bonus.
At least the couple cases I checked, using a crossbow close range does half the damage (piercing and crushing) of a ranged attack when not using Point Blank.
