I'm re-watching the series and i just noticed, what happened to that lawyer Skysky was talking when she wanted to divorce Walt? Also, didn't she knew everything Skysky told her? Did this has ever been addressed before?
She tells the lawyer she can't do that (turn Walt in, get a restraining order) to her husband, in so many words. The lawyer comes off as having dealt with this kind of shit all the time and thus isn't really thought of as much of a "threat" to the family. At least that's how I remember it when I watched that scene a month or so ago.