They think extra skills would be useful
People will rarely tell their managers that they lack a necessary skill to do their work. However, when working and trying to conceal a skill gap they will not perform to their potential, and their work is further compromised by spending part of their mental energy worrying about whether they will be able to do the job, what will happen if they are discovered, etc. One important duty of managers is to maintain a conversation with their reports about knowledge, skills and resources, spotting gaps and transferring-in knowledge as a matter of course. This will make the whole group more dynamic and intelligent.