I feel like it's because of really good writing. Walter is objectively a bad guy. He's committing crimes, he's making a dangerous and highly addictive drug, he's killing people, just because he's too proud to accept help from his former colleagues. But the writing is great, the acting is incredible, so we see Walter from his own perspective--as the hero of the story. Skylar's not appreciating him as a hero, she's upset with him for putting the family at risk. When Skylar reacts reasonably to Walt's behavior, it makes us mad because it makes Walt mad.
I feel like it's because of really good writing. Walter is objectively a bad guy. He's committing crimes, he's making a dangerous and highly addictive drug, he's killing people, just because he's too proud to accept help from his former colleagues. But the writing is great, the acting is incredible, so we see Walter from his own perspective--as the hero of the story. Skylar's not appreciating him as a hero, she's upset with him for putting the family at risk. When Skylar reacts reasonably to Walt's behavior, it makes us mad because it makes Walt mad.