No, Skill Check and Saving Throws are different.
The Skills that use Dexterity are Stealth, Acrobatics, Sleight of Hand (do I forget one ?). If you do such a Skill Check, you are indeed doing a Skill Check.
If you are in the area where a Burning Hands or Fireball explodes, you do a Dexterity Saving Throw.
These are not the same things. In fact, Attack Roll, Saving Throw and Skill Check are 3 big, different things in 5E.
So, yeah, the part of the Hex spell that is related to skill checks is a bit useless in combat. There are a few skill checks that happen in combat, but mostly Hex in combat is just doing extra damage.
Which is why I suggested,
here, that Larian steamline this compared to the 5E rules.