Here's why:
* Skill Drain's Effect: Skill Drain is a continuous spell that negates the effects of all monsters your opponent controls. It does not target monsters, and it applies its effect passively.
* Targeting and Monster Effects: In Yu-Gi-Oh!, effects that target monsters often require the monster to be face-up on the field. Skill Drain, however, does not target.
In summary: Skill Drain negates the effects of your opponent's monsters, but it doesn't target them. It works passively, so you can't use it to specifically choose which monsters have their effects negated.