Skyline are the pre 35 modells. ALL Skylines and the R35, which also got the subname "GTR" are AWD. Thats what the GTR mainly stands for. Since there are no RWD versions of the R35, there is no need for the name Skyline anymore. For example: R34 had GTR (AWD) and GTT (RWD). Also different engine and stuff.
I guess Nissan just dropped the name "Skyline", because the GT-R is quite an expensive sports car and aims at people, who can afford it and the name Skyline might be remembered as "just" a tuner car, instead of a highend sports car. So just marketing reasons.