Its basically down to Microsoft / Skype working through a couple of 180 degree U turns. About a year ago they were not going to release a Universal app and you had to use the desktop version or the old 8.1 app on the phone or the new "Skype" integrated apps of Skype Video, phone and messaging, now they are releasing a new Universal app and I am guessing the will ditch the other apps but we will have to wait for the Anniversary update in early august to see how far they go, messaging will lose the integration of SMS, MMS and Skype IM's and they will go to the Skype app, I would expect Skype video to become redundant as well.
Use whatever you get on with but when the Anniversary update comes out we will hopefully see the new app released and it will finally work and have one standard across devices (Like what we all asked for last year).