Pretty sure Microsoft never advertised Skype as something they couldn't intercept, so you probably shouldn't have been using it for anything you wouldn't say over the phone line in the first place.
I don't think it did, but when Microsoft bought it, Skype was still considered "hard to eavesdrop" due to its P2P architecture.
Microsoft left everyone to believe that it's still secure even after it centralized its nodes and would constantly refuse to respond to questions about whether Skype can be intercepted. I remember at one point about 50 civil liberties groups sent an open letter to Microsoft about it, and it refused to answer it then, too.
I also remember that some people were noticing that their https links would get blocked on Skype, which also meant Microsoft can MITM the Skype chats between users and it was no longer P2P (if I remember correctly Microsoft also tried to hide the fact that Skype was no longer P2P for quite a while, again leaving people to believe their chats could not be intercepted).
Microsoft also killed TOM-Skype in China, which was specifically designed to allow interception and censorship that bypassed Skype's P2P architecture. At the time, everyone who was paying attention knew that this meant Skype could now be intercepted everywhere, otherwise Microsoft wouldn't have deprecated TOM-Skype for China.
