Okay, fair enough - a proprietary solution isn't forced to compromise or be subject to approval from standards bodies or general consensus.
However, I'd argue that the fact Skype might work well with firewall's isn't _because_ it's proprietary. An open-standard could work just as well; it would take more effort and time to achieve it, but I think it would be worth the extra effort because the benefit would be more universally felt.
In my opinion, this shouldn't be a primary reason for preferring a proprietary solution over an open standard. If it was, Microsoft's early efforts to introduce proprietary tags into HTML markup wouldn't have been so universally deplored.