Yeah actual text messages I was kind of hoping they would implement. Skype messages should always sync as the conversations are pulled from the skype servers.
There were rumors flying around that WP 10 was going to push text/MMS to Skype's servers and push replys to the phone to send a text back. (Separate from skype to skype convos). Essentially creating a full unification experience on the phone and desktop with text/mms.