It may appear to skip a generation but I think this is because (estimatedly) as many as one in eight intial pregnancies across the board may start off as twins wheras only a very low percentage lead to twin birth at or around noticeably full term.
Hence my ex's grandmother was a twin, who also had twin sisters, but my mother in law was not a twin. However my ex ( also not a twin) has had one set of fraternal twins and is currently carrying twins again, so it would have appeared to have skipped, however I believe in those circumstances it's put down to the mother herself having been one of a set of twins one of which didn't develop beyond the early egg stage.