Skype is online all the time?
You may want to set your status to Offline. Or remove Skype app from the running task list (double-tap on Home, switch into Skype area and swipe to the top to get rid of it).

If that won't work and it changes back to Online, this potentially could happen when you're logged into your account multiple times from different devices, so the statuses could be not in sync.

For workaround there are some cloud-based chat commands which allows you to see where you're logged in and you can logout from the remote sessions.


Create an empty conversation.
Type command in the message textbox: 

/showplaces



  Lists other endpoints that can receive push notifications for calls and IMs for this Skype account.

If you want to logout from remote online endpoints, then execute:

/remotelogout



  Sign out all other instances except the current one. This will also stop push notifications on all other instances.





Other workaround could include changing your Skype password to make remote Skype clients sign out.