Because if he had she couldn't have figured he was a drug dealer.
All stories have some contrivance but that's a fairly reasonable one, a hobby is the #1 excuse for people up to something shady anyway, especially if you don't want to have a fixed schedule and location. You've also got the issue that any hobby you go for is going to seem like its part of your Bucket List and thus needs to make sense to a loved one who knows you well. Otherwise they'll probably figure you're up to something weird, adulterous, shady or suicidal and want to find out. Precious few options come to mind.
I am sorry, but he should have came up with a hobby. Skyler would have eventually found out (and it would have been a better story for she would have to find out by discovering the small lies and the clues.)
But by not coming up with a hobby, and just telling her he was out or was on a walk, was a huge red flag that was obvious he was lying to her after the first occurrence.