Sounds like a confusing thread, but perfectly appropriate for a confusing time of year. I wouldn't say any of you are reading this completely wrong. I think you're right when you surmise that Skip, much more so than some other program directors, really wants to fill the MSTP with students that want to come to Penn. It is the time of the year when they've most likely made some decisions. There are people they definitely want and that they'll fight tooth and nail for, but others on the borderline where it might make a difference if the committee knew about some new development or felt Penn would be best for them. They might think maybe you'd prefer to go someplace else.
I think it honestly comes from a place of wanting to make the most number of people happy (and obviously Penn's MSTP a better place) but when I was applying, it definitely made some people nervous. It's not always very subtle.
Of course, if ANY school right now is your definite first choice (by a wide margin), you should let them know. Always a good idea. But remember, people have a way of talking, and it goes without saying that these sorts of things should be communicated only if they're quite clear and truly held beliefs.
I hope that all is clear and reduces stress a little. It is most certainly just my honest opinion (informed by limited experience and no inside information)!
how many times do you think we have to pledge interest? 
