Because they don’t have the guts!
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No that’s the intestines monsters. Now they’ll fight each other. Skeletons will fight them for the guts too. Skeletons LOVE guts and fight anyone for them especially each other, but they are notoriously bad at keeping them, since they don’t have musculature or skin to hold the guts in. That’s why they don’t have the guts and the context for this joke.
Neat fact - everyone has a skeleton inside them, well, unless you’re propelled entirely by magic like skeletons are