In Skype, choose to save something such as image in a message to /tmp
In Dolphin (or other not-Snap app) try to open the file from /tmp - it’s not there.
If you choose in Skype to save to ~/Downloads it works, but this location is persistent which isn’t what I want.
FireFox used to be broken this way too, but something changed, so someone needs to do the same thing to Skype.