Ever been around Russians or other Slavic types? They don't gossip much. They complain a lot, they think we who live further west of them are silly idealists, but they're not big on gossip. I kind of think the Skaal are suppose to be based on Slavic peoples (like having a shaman, which is Mongol/Siberian title that come to us Westerners via Russian culture).
Perhaps the Skaal and the Dunmer just aren't that interested in each others' business.
perhaps the game programmers just felt they gave us enugh in this DLC already.
But yeah, it does help make Solstheim feel different that Skyrim, where every innkeepers wants to gossip with you