Here's why:
* Skull Lair is a Continuous Trap.
* Continuous Traps can be activated during any phase of your turn, except the Damage Step.
* The Damage Step is when damage is calculated and applied to both players. Continuous Traps cannot be activated during this step as it would disrupt the damage calculation process.
Therefore, you can activate Skull Lair during your Draw Phase, Stand-by Phase, Main Phase 1, Battle Phase, or Main Phase 2. However, you cannot activate it during the Damage Step.