I mean of course the real reason is that the Captain Marvel movie and the idea of "friendly" Skrulls wasn't written when yet the whole Hydra plot was conceived. But just thinking on it retroactively; that's an impressive feat of evasion on Hydra's part.
Consider; who better to spot a double agent than a Skrull? They pretty much have to be naturally talented lie detectors, and you'd think just being around the likes of Sitwell or Garrett for 5 mins should have raised all kinds of red flags for one of them. Even among other spies who habitually have walls up, they should have stood out as theirs' would still be up even among other SHIELD, when everyone else's were more relaxed.
Hydra would have to have identified *every* one of Fury's Skrull agents and not only make sure their plants never crossed paths with them, but also make sure that evasiveness doesn't appear suspicious in and of itself.