The SDC function "set_max_skew" works incorrectly.

As Alex said, set_max/min_skew is really not actually a constraint - it's more setting a value to check against (which, don't get me wrong, can be extremely annoying when you are trying to achieve what you are describing). To achieve your aim, you'd be better setting up min and max delays with a tight window - that way the tools will actually work to meet your constraints.