Microsoft has been playing it "hard to get" lately, giving us small Click-to-Run setup files instead of the real application installers.
Skype is no exception, and the latest version, as of today, can only be downloaded via such C2R setup file.
Have no fear, as I provide you with a direct download link to the real installer:
EXE version: Download from here (40MB). or here.
MSI version: Download (37.7MB)