If you're not trying to lose weight, then no reason at all. If you prefer skim milk, then by all means drink it. However, assuming

1. You are lactose tolerant
2. You are trying to lose weight

Then you're better off switching to products like whole milk or, better yet, heavy cream, that provide a higher proportion of calories from fat (trans fats excepted, but those aren't typically present in milk) and less to none from carbohydrates and protein.

Also, after a little googling, I so see that some people have raised concerns about possible health effects arising from the industrial production of skim milk. It seems farmers don't just skim the cream off like I thought, but add various other things like milk solids and Vitamin A and D back in. At first glance, the evidence of harmful effects from this doesn't seem compelling--mostly extrapolations from animal studies and hypothesized biochemical causal chains that aren't actually tied to overall mortality rates, quality of life, or anything else we care about. However, it is suggestive that this subject might be worthy of further research.