While I completely understand your frustration here, you do have to look at the fact that Microsoft doesn't want to build a "Skype App" or a "Skype Client" - they want to build Skype INTO WP. They want to make it where you only have to check one inbox for all your messages and one place where you get all your calls - Skype, Xbox, Voice and everything else... That said, painfully, they aren't there yet. They have a brilliant amount built into WP8, but the reboot from WP7 really set them back on timing. The fact that everything else needs an App to do it, just shows you how far ahead MS is with the concept of Windows Phone. I'm sure that the Skype App will continue to be updated with new features - and considering you can access your VM box from the Skype mobile site - checking VM should be a pretty quick one for them.
With all of that said, there is a notification center in Windows Phone - it's called a Live Tile. They update every 30 minutes and your lock screen will show you up to 5 different notifications at the bottom of it. Is it as indepth as some want it to be, of course not, but if anyone remembers what 'Windows Phone' was supposed to do, it was originally designed to 'save us from our phones' and that's exactly what this simple, yet powerful OS is doing.
The title of this thread says that not having Skype Voicemail is sending you back to Android. You then say you there are tons of issues that are driving you nuts too... Sometimes we just have to admit that most of us in the forums are a bit more on the 'tweak and play side' of things that stability and just plain working. Honestly, if Microsoft were to send you an email stating that Skype voicemail support is coming in 2 months, would you stay? If that was the only real reason for leaving, you would pin a live tile to your home page for the Skype Mobile site and just check your VM that way for a bit. Updates are coming, but WP isn't about getting better Apps, its about integrating into the OS for a seamless and simple experience.