Windows can sometimes say you have Skype, because it comes bundled even if you didn't install it yourself.
I've explicitly uninstalled it on Windows 10, maybe Windows is still reporting it?
Windows 10 does some garbage where it installs handlers for URL schemas that take you to the windows store install page for the app. The vulnerability is only testing if you have an handler installed for skype:// not what application is actually handling it.
Windows 10 must be doing something weird. Skype url handlers aren't triggering the window stores or anything else from links.