Good skill challenges have interesting consequences for failure — either way, you got to talk to the duke, but now the stronger noble is your enemy instead of the currently weaker one. And if you plan that twist out in advance, you'll get a lot of great ideas for where the campaign can go.
Basically, it is more of a social problem than anything else. You have to make your players understand that failing a skill challenge can be a really good thing and make them excited to see what happens if they win or fail it. And figure out if your players want more roleplaying or more combat and get honest answers from them.
I think this is spot on and sometimes missed when discussing skill challenges. Interesting failures are incredibly important when implementing skill challenges.