It turns out that that the "skip inbox" rule is only enabled for newsletters and promotional messages (the smart label name used to be "Bulk", but now is "Promotions"). They're not exactly spam messages, but Google assumed that they're less important and it's a good idea to archive them automatically. If you take a look at the list of filters from your Gmail account, you'll notice that Google added 5 special filters:
You can remove them, but you can't edit them. If you'd like to automatically archive social updates, forum messages or notifications, just click the smart label in Gmail's sidebar and enable "archive incoming social updates (skip the inbox)" at the top of the page. Obviously, the setting will use the smart label name: "archive incoming notifications", "archive incoming forums", "archive incoming bulk."
What if you accidentally delete a filter or a label added by Gmail's Smart Labels experiment? Just disable Smart Labels from Gmail Labs and enable it again. Don't forget to click "save changes".
It's worth mentioning that Gmail has 5 built-in labels: ^smartlabel_group - for forum messages, ^smartlabel_newsletter for newsletters, ^smartlabel_promo for promotional messages, ^smartlabel_notification for notifications and ^smartlabel_social for messages sent by social networks. You can use the built-in labels to create your own filters or queries and they work even if you remove the filters and user-friendly labels added by Gmail.
{ Thanks, Frank. }