Skipping also know as 'Human Galloping' is an innate type of human gait. It's very commonly seen in 4 - 5 year old children.
Despite its ubiquity, it's very poorly researched, and the reasons for its prevalence and evolution are currently unknown.
A 1996 research project from the Royal Society, UK, found that it's 150% more metabolically demanding than running at the same speed. (ref. )
This could be one of the reasons that most adults don't habitually skip :
Although energy is saved by interchanging external mechanical and elastic energy, the metabolic cost of locomotion is higher for gallop than for run. This higher metabolic cost of gallop is caused by larger amounts of work generated per unit distance combined with a shift of power generation to more proximal joints. The asymmetrical pattern not only influences the metabolic cost of locomotion but also involves higher muscular stress at the hips, which may be another reason why humans do not use gallop for steady-state locomotion on level ground."
Source :Biomechanics of human bipedal gallop: asymmetry dictates leg function Journal of Experimental Biology, Volume 216, Issue 7