I remember a different apocrypha for why they skipped from 8 to 10. They wanted avoid OS specific code that conditionally activated from the substring "windows 9" but meant for windows 95 and 98. One would imagine any code like that not being quite as helpful a few decades later.
I thought that was why the second Xbox was “Xbox 360” so it did not seem a lesser number than PlayStation 3.
Not entirely apocrypha. Among the ones we can most easily name and shame from available source files there were early versions of the Java JDK known to have tests exactly like that in low level library code. Presumably Microsoft's famous app compatibility lab found many more that were closed source that they were not allowed to name and shame.
There's also different apocrypha about the numerology aspect that 9 is a very unlucky number in some cultures and commonly skipped in version numbers (similar to but more so than 13 in the US being skipped on many elevators). (Also why it is said other companies like Apple often skip 9 to make it easier to use the same version cross-culturally without cultural taboo mistakes.)
If true, this would align with Microsoft’s historic dedication to backward compatibility in the face of horribly-written third party software.