Why is the skimmed milk fizzy?
During blending, air is put into the milk mixture. Once you switch it off, not all air is kept inside the milk but makes it's way to the surface. These are the bubbles that make you think your milk is fizzy.

Without being a chemist I assume full fat milk has more fat, therefore the emulsion is somewhat "thicker" and thus can hold the air better. There are also bubbles with full fat milk, but less than with skimmed milk. Sort of.