I forgot about that to be honest. Also, I did voluntarily leave the group because I was in a call and I couldn't focus with all the Skype chat sounds. So yeah, I didn't get offended or anything. I'm so used to really outlandish ways.
You can toggle all of Skype's sounds in Skype audio settings. There's even a Mute All Sounds option. You can also toggle whether or not a group sends you messages by doing what Rambly said. I don't know if it turns off message notifications for that conversation when you're online too, but I have a feeling it probably does. And if you're worried about Skype's incoming call window interfering with a recording or something, you can always set yourself to Do Not Disturb.

