It's worth noting that the Caldari people spent several thousand years on a harsh frozen iceworld, which only later became a still very cold tundra world. There is little reason why wearing a skirt would be a good idea over there, imo. For most of their history they would have been wrapped up in heavy clothing to protect themselves from hypothermia, and only later would they be able to wear standard clothing while going outside.
As for skirts on men, I think Harpa's Deteis male guy is wearing something almost similar to a dress. I don't think the Caldari really differentiate between 'this cut is called a skirt for women, this is called pants for men'. I think if they cut something, it's just cut that way for unisex. This is the whole thing I'm getting at here - the Caldari are fairly unisex in their dress codes.
The Caldari don't allow men to walk around shirtless any more than they do women. they don't want to see his bare ankles and calves any more than they want to see hers. They cut their clothing the same as much as they can to simplify the process for anything military. Of course there is Caldari fashion, but fashion has no place outside a sort of niche interest. For the military, things are standardized and simplified for efficiency. Dressing women up in sexy little skirts doesn't seem like something I can really imagine the Caldari subscribing to.