CALEA's "Second Report & Order" states it's providers that must foot the bill. If our government paid for MS to acquire Skype perhaps there are shady deals afoot, but the US law states providers must pay the costs of snooping: the aforementioned shady deals would be very bad behavior from the US of A government, paying to acquire CALEA compliance.
The costs of running a couple thousand Linux nodes & paying bandwidth can not be that bad. MS certainly knew they'd have to remake Skype when they bought them, that the old P2P structure would have to go. I would want to think no grand conspiracy was involved, that what happened, the remodeling to a snoop-friendly infrastructure was simply due. It will be interesting to see going forwards, with the tentative thumbs up given to Skype plus the upcoming WebRTC technologies, how CALEA enforcement can be maintained: WebRTC certainly suggests decentralized models, although of course STUN & the various tunneling protocols are ripe for deliberately avoiding the easiest P2P routes & tunneling through glassboxes.