No. No. No, no, no, no. These are two different things.
One is a feature designed to allow them to check URLs, fetch thumbnails, etc. The other is a very pivotal core decision in how Skype works.
Skype has always been primarily node-to-node. Doing p2p connections like that required signaling/directory services. In the past, users' computers were used for that functionality. After their purchase, Microsoft transitioned those signaling/directory services to the cloud.
At worst, this gives Microsoft the ability to see who is calling who, I'll grant that. Worst case scenario, you can't negotiate via STUN and UDP hole punching or UPnP port forwarding, then you will get stuck with TURN and that will route through Microsoft's servers.
So, unless someone has proof of a connection that should have established peer-to-peer and instead the call itself was routed through MS's servers TURN style.... then can we ALL please stop repeating this obnoxious rumor about MS eavesdropping on all Skype calls. Or worse yet tying it to some URL lookup service?