Yeah its a security issue. Users downloading, and installing software from any source that is not verified to be authentic and authorized by license is a 'security risk'. I am a computer engineer, and I would not permit that software to be installed a in a workplace environment. Also, it undermines management's ability to perform surveillance of employees as is often legally mandated, or required by regulation.
Skype is no substitute for a legitimate and appropriate business telephony solution.
I help a lot of people in my family with computers. The only 'rule' I have with them is that they not install anything that's 'freely downloaded' on the Internet, or open any email attachment that executes (if they do -- then I assume that they don't need my help, because they're now computer 'experts'). I've seen lots of programs that seem to be benign, such as P2P file sharing, scanner to laser printer 'photocopier' apps, software license cracks, etc. -- actually carry payloads of spyware and adware (its the 'business model' of many of these software developers to live on the income generated by spyware's activities). Its one thing for a power-user, computer scientist/engineer/experienced techie to download something and install it on their computer, its quite another for a computer-neophyte secretary to install some downloaded app, oblivious to the extra adware/spyware payload that is often found in such software, and the extra costs cleaning up such messes impose on business.