It is a test of the level of trust of managers in a company. If you are working for a micromanager or a lesser experienced manager, they would never imagine you talking to their boss, ever. If anything they might even threaten to fire you if you "go above them".
I could see that. I think there should be routine talking up and down the chain of command. I once worked at a place where most people actually kind of feared talking to a VP. I always thought it was very strange.