The clock skew does not affect default setup and hold relation, right?

When Rysc says "delays", he means skew, which is how you interpreted it. However, be careful because other delays, e.g. PLL offsets DO affect the setup and hold relationships. A clock crossing between two clocks of the same frequency; one with 0 ps offset and one with 100 ps offset would be treated very differently than a 100 ps clock skew between two identical clocks (due to for example different routing delays on the clocks) with respect to setup and hold relationships.