I guess it really depends on how you define it. I have nothing against the idea of resolving a significant problem, or even an entire quest, through just skill checks. Based on my limited experience with skill challenges in 4E, though, framing it as a skill challenge causes more trouble than it's worth.
The big issue, at least as far as I saw it, was that there wasn't a very strong link between the check being made and what was happening within the narrative. Like, outside of a skill challenge, you can just try to do a thing, and depending on your check result you will either succeed or fail. Inside of a skill challenge, it depends on what your long-term goal for the skill challenge is supposed to be, and the check result just provides some measure of abstract progress toward that goal, but it doesn't necessarily correspond to anything on its own.
I'm prepared for people to tell me that we were doing it wrong, because it honestly seemed like we were missing out on something, but I have no clue what it might be. I guess my question to you is, what's the benefit to framing a task as a skill challenge with a formal goal, rather than just resolving each component action as it happens?