Indeed. There are things that you can do seamlessly (without a 3rd party hack) with Skype for Asterisk that you can't do with the SIP shoehorn that they came up with. With Skype Connect, you have no presence information and you can't call other Skype users. You can accept Skype or SkypeIn calls, or do outgoing calls with SkypeOut. That's it. If they'd add the ability to do outbound calls to other Skype users, that would at least be something.
Then there's the cost. Skype Connect comes with a per-channel monthly charge in addition to what you pay for outgoing calls. By comparison, Skype for Asterisk only includes a one-time per-channel charge for the module itself. Come to think of it, that's probably why they'd drop that over Skype Connect.