This just speculation with close to zero evidence. It could be coincidence, it could be real-time retargeting based on web traffic, etc.

Dominos buys lots of online advertising so the chances of someone seeing a dominos ad straight after talking about Pizza are very high just by pure randomness.

If you read the details of the privacy setting it's about Microsoft targeting based upon profile demographics (gender and age).

Skype are pretty specific about what they use to target and the reasons they process your messages in their legal docs:

http://www.skype.com/en/legal/privacy

So let's not jump to conclusions without actual evidence.