Because misdirection. Who else have access. The FSB?

The "debate" is whether the NSA has "direct access" via special backdoors, or just via law and/or espionage. For instance, people were going off on Google, til it turned out the way the NSA was accessing it was via tapping fiber lines- that doesn't scream "direct access" in a cooperative manner.

Anyone who thinks the NSA can't reach MS is unaware how easy it is to turn people. The KGB turned FBI/CIA agents for years, for paltry sums. Said spies claimed their only motivation was money. The USG would be incompetent if they didn't have agents working for all sorts of companies.

Between all their resources, it's possible the NSA has setup some way to copy all Skype messages.

But I would be very surprised if Skype was knowingly sending all data to them voluntarily. MS has denied this, and it'd require a lot of people to be in on it.