Yes, Skype for Business 2015 can use Web Scheduler to create Skype Meetings.
The root cause of this error message is that in Teams Only mode, all meeting can only be scheduled in Microsoft Teams. Even though, users can always join any type of meeting they are invited to, whether it is Skype for Business or Teams.
The following image captured from this official document explains more about Teams Only mode. You can learn more from it.
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