My Debian machine updates software through apt + dpkg, and I installed Skype via the Skype repository. Why would Skype for Linux then choose to bundle its own updater, thereby breaking the integrity a package manager provides?
If skype is in the base set of packages, I'd expect debian to require proper packaging. But if this is in some third party package, there are no such guarantees.
That said, maybe some third party package that just installs the normal (auto-updating) version into /opt or /usr/local might be an option. It is better than having no installer, and shouldn't break too much of your package manager. Proper clean-up on uninstall is the only real issue I can think of.
Chrome and vscode have their own apt repositories. I don't know about intellij, but at least for the other two you just have to install them using their repos, and not using the dpkg package directly.