People that live in the area of the Skyway use either Shore Shore Dr to Lake Shore Dr or they use 95th, 87th, 79th or 67th to the Dan Ryan. Not every interchange needs to be a full interchange. Plus there is the issue of the toll booth which is why the exits are designed in that way. For a WB on/EB off, you would need booths on the ramps. If one was going to be a logical full interchange, it would be 79th.
Of course if the Stony Island Expy was built to Lake Shore Dr instead of just dying on as a neighborhood boulevard, you wouldn't need much at all from the Skyway.