Probably b/c Skype requires Lync and an exchange server for this feature to work. And, according to Microsoft, requires a manual set up for each user to work properly. Although they promise to have it fixed once Skype users are migrated over the Microsoft Teams.
Important: currently the CNAME lyncdiscover performance
for Skype for Business servers (Exchange 2013/2016 customers) may be
unstable and may cause issues with joining conferences and even
configuring devices. We recommend using manual setup. Clients that not
allow manual setup are not supported at the moment.