Short answer: Because the
Knoppix decided against adding it.
Long answer:
Skype may be freeware, but it's not
Free Software - it's closed source, you may not adapt/alter/enhance it, and you may not distribute it freely in any way you choose. In short, while you may use it free of charge, you don't get any rights whatsoever.
Knoppix is distributed using only Free Software. This makes it legally bullet-proof (well, they do distribute some non-free/non-open firmware... hard to avoid).
MEPIS has different approach - they include everything to provide a complete user experience. Thus they include non-free software (
Flash,
Skype, codecs). Technically, they may not be allowed to do that. But that's for them to decide.
M.