As strange as it may seems, try putting this in real life..
I have a dog, and you have a dog. If I shout something, I'd like my
dog to respond and you'll likely don't want your dog to respond to me
(since you're its master).
If my dog would be too far away (out of shouting range), then he
wouldn't comply as well.. :-)
And why they don't use an ordinary skill, might be that a shout gives
some advantages that skills don't. You can be affected with a shout,
and still use them other skills. On the other hand, you can only be
affected by one Shout at a time, so that asks for some thinking before
shouting.. ;-)
My apoligies if I sound a bit too weird, still way too early in the
morning..