Same here. So annoyed by it that I am deleting my Skype account and making a new one entirely so I can be sure no history exists. I have sensitive business info on it that I typed on my work computer, and deleted all history and record of, but mobile skype keeps digging it up from somewhere. I didnt even type that on this phone and it grabs it. This tells me Skype is keeping record of all messages and never actually deleting them. Probably through an error in this app, it is grabbing things it shouldn't.
I will no longer use Skype for work, and am quite upset. I consider this a breech of privacy. I hope someone makes a stink over this and lets people know what is going on!