I think the reason is because there are missing dependencies that need to be installed first, before Skype can be installed.
The way package management works (on Ubuntu & other distros), is that when you install something (like Skype) it first installs everything that Skype needs to run. This could be something like a audio library that Skype depends. The .deb file contains a list of dependencies for that package. The package manager (Ubuntu Software Center, Synaptic or the command-line apt-get) will read the .deb file; make sure all dependencies are present, if not, install them first before installing the package.
If you run
dpkg --info bla.deb where you replace
blah.deb with the package of your choice, you should among other things find out what packages it depends on. The dependencies would be listed next to "Depends: ..." Making sure all of those dependencies are present on the system should ensure a smooth internet-less installation. I understand this could be hard, especially since those dependencies themselves might have other dependencies. In fact installing a package with a deep dependency tree without an Internet connection will be difficult and challenging.
You would have to enumerate all dependencies for the package (e.g. Skype) you are installing; obtain .deb files for all their dependencies; see what dependencies those dependencies have; and repeat recursively till you have .deb files for the entire tree of dependencies on your computer. This is something best done programatically. Unless there's a program that does this already (I don't know of any), you would have to write one of your own.