There's a workaround for this. At least, I think there is.
Go offline in the Messaging Hub while leaving the Skype app open and logged in. Snapping accomplishes a lot.
Though, I'm sure this wasn't what you're looking for.
Thanks for the suggestion. I gave it a try but if I change status in one app, it changes status in the other and vice versa. Unless I'm missing another way to do it.
Also, while I'm on the topic of the messaging app, when chatting with Facebook contacts, my messages are posted twice. Does anyone else have this issue here?
Saw a Microsoft answers topic on it, but alas no solution there.