Some time ago, the Microsoft replaced the Skype UWP app with a newer electron version in the Store. Due to this update, Skype lost some of its features, which Microsoft is now restoring in the latest version of the app.
The transition from UWP to an Electron app has not been smooth, but it allows developers to easily adapt Skype to many more platforms, such as Chrome OS.
A new version of the Skype app from its Store companys now allows you to reply to chat messages directly from alerts that appear on their desktop Windows 10.
You can try the new application from here