Well if you're passing session data in a URL (logins or passwords as parameters, not the typical one-click to activate one-time links) you're doing something wrong. Second, Microsoft has no way of distinguishing a normal URL from a URL that has an &password parameter at the end. And finally, perhaps one of their bots is simply crawling the link to, like Facebook does, display a link summary or thumbnail. Or, as the article says, looking for spam.
I think it's pretty well documented at this point that Skype is not a secure video/chat product. But for the 99.9% of users outside of the "never read my data" echo chamber, it seems to be working fine for them. Use what works for you.