Seriously?
Seriously?
(Side note: That any kind of reversing is illegal anywhere at all is by itself a testament of the sad state most legislatures are in.)
You can't take a piece of someone's code, decompile it, use it in your own project and then claim you own a copyright on it.
And while USA has DMCA, in most of the world copyright (as according to Berne convention) doesn't prohibit reverse engineering but only grants a limited monopoly on copying with some exceptions - often including interoperability, so you can do that even if the copyright holder disagrees.
Violating a law is "illegal" in the sense that it may result in penalties prescribed in that law.
Violating a contract is "illegal" in the sense that it may result in contractual penalties, generally limited to compensation of the damages, possibly with punitive tripling; but it may and should be done if the contract has gone so bad that it's better to face the consequences rather than fulfill the contract.
Violating ToS (which is not even a contract) is "illegal" if you really stretch that term; it may result in losing access to that service, and nothing else (excepting certain US-only legal perversions like CFAA which happily don't apply for most people in the world), so you may do that if the benefit outweighs continued access to that service.
I mean, EU have a much more great priority then Skype TOS.
If someone will add to Skype TOS "and please dont breath or dont go to toilets during use of our application". It will have zero effects in legal meaning. Because it break upfront law and United Nations based rights and etc.
tldr;
They just try to fear you with "dont do this" thing.