I don’t know exactly when these settings were introduced in Skype, but it’s obvious that they haven’t been there in this form before Microsoft’s acquisition of Skype.
The irritating thing is that one of my Skype accounts had the “Allow Microsoft to use your Skype profile information to show you more relevant ads in this application” setting enabled and I can’t remember (nor imagine) I ever knowingly allowed ad targeting.
The other one is “Allow Microsoft to collect information on my behalf to make the service better” which they decided to hide in the “advanced” settings tab, although it’s clearly very privacy relevant (just read the disclaimer).
So, make sure to revise all your settings in Skype, particularly those in the privacy and advanced tabs.