The latest version of Skype has implemented UPNP (Universal Plug and Play). First lets back up a minute and define exactly what UPNP encompasses. The goal of UPNP was to simplify home networks.
The UPnP architecture supports zero-configuration networking. A UPnP compatible device from any vendor can dynamically join a network, obtain an IP address, announce its name, convey its capabilities upon request, and learn about the presence and capabilities of other devices. DHCP and DNS servers are optional and are only used if they are available on the network. Devices can leave the network automatically without leaving any unwanted state information behind.
One of the first things I do with a home/soho router is to turn off UPNP.
This brings me to the root of this post. Skype when used with UPNP turned on (on both the router and in Skype) will not close open ports on exit. By this morning I have heard about this several time – I dug up a post about it in the Skype forums as well.