It always amazed me. What did Skype have to say about a Thumb Drive. But the brand had a lot of trust. A lot of people appreciated how simple and reliable it was, and the fun blue interface was very comforting.
On the surveillance side, it was rumored that Microsoft bought Skype in part to do a solid for the US DOJ. DOJ would get a cooperative partner for lawful interception / metadata, while Microsoft might get some relief from their anti-trust woes. But all of the principals I've ever spoken to deny this as a motivation and nothing has come out over the years to contradict that.
I do recall Microsoft putting Skype in their ads org for a long time, but not much seemed to come from that either.