I think no. I remember that I read previous reports and explanations regarding such behaviour before, and it seems that such is just a normal but not harmful behaviour of Skype. You can simply enter the word "Malwarebytes" in the search box to look for similar discussions.
If Malwarebytes is reporting malicious activity from Skype, then Skype should address that. It is not acceptable for such a widely used platform to require it's users to accept such a warning as 'normal'. Malware warnings should mean one must take heed, and if it is not necessary to, then the issue needs to be resolved.