For what culinary reason would a bread recipe choose skim milk?
Skim milk contains less fat than whole milk. Fats limit the formation of gluten in bread dough to some extent, leading to a tighter, 'softer' crumb. As the milk is apparently the only source of water in your recipe, the recipe authors could have tried to limit the amount of fat. 

That said, there is also a good chance the reason for skim milk is health-related.