VoIP services like Skype are often blocked on cruise ship data services due to latency & bandwidth. Latency is the real problem and the experience is pretty unsatisfactory and the on-board internet staff don't want to deal with pax complaints and troubleshooting. So they just block it. BW of VoIP isn't very much (usually only 8-20 kbps depending on the codec used by the application) but easy to blame. VPN probably gets around the block, but you still have the latency problem (plus the extra delays thru the VPN endpoint.)

RCCL offers cell service while at sea. It's billed thru your carrier at ~$2.50/minute. Definitely better than the in-cabin phone but still expensive and no packages (I think) cover it.

Or when you are in port, you'll probably find a land-based carrier (with the possible international roaming charges, but probably less than the ship). Or land-based WiFi (maybe free, maybe paid) where Skype would work. (Free WiFi near the pier is sometimes overwhelmed by crew & other pax so the experience may be poor.)