Papa would always return from Goa with Feni and bags of cashews like these, with the skins still intact. A bit of an acquired taste, the skins add the slightest bitter/sour/nutty flavour that beautifully complements the natural buttery flavour of the nut.
Every time I go to an Indian or asian market back home I check to see if they have any of these nuts, but they never do. My best guess is that they are considered inferior to the peeled raw and roasted nuts that are ubiquitous.
I found them bagged at the local general store, and they're as great as I remember.