Skype should never, under any circumstances hit/call any urls found in a message
There is no way for skype to know what will happen when these urls are called. It could be anything from displaying a normal webpage to shutting down a nuclear plant.
Testers often prepare and set up a test environment in such a way that when an url is run a specific problem they found is triggered. They can have spend hours setting it ll up so when the developer checks on the issue he only needs to run the url.
If that url is sent to the developer by skype, and then skype decide to hit that url it will screw upp everything and make it impossible for the developer t see the problem.
This was just an example, the point is, that running a web page is often way more then just displaying html for human reading.
Sathyavrathan PK commented
Exactly, I got POs processed on my website when my developer shared a cron link via Skype.