Having somewhat recently added Hubot to our own company chat, I'd say let it run its course. The first day I added Hubot (which out of the box has some "fun" features like gifs and images), everyone was sidetracked with it.
With the first week, it still had a ton of abuse, but that mostly tapered off. Now it's only used every once for comic relief.
So recommendations: Do nothing. Getting aggravated shows the coworker it's getting to you and will only entice more childish behavior. You could also squelch the bot user (not sure if Skype supports a user mute) or join a different channel and tell people who need you to find you there.
Attempting to kill the bot could make it seem to your coworkers that you're against any sort of "fun" or are super controlling, and may also backfire with your boss depending on what "respond to certain skype messages" is for your company, which I'm guessing is some basic ChatOps features.
If you're still super against it, you could always bring up with your boss on how it's impacting your ability to do work during your next 1:1.
