Because Skyler had called the cops on him and he ran away and when she called he wanted to scare her so he threatened her by saying that he'll kill her just like he killed Hank. He knows it'll scare her because Skyler knows he's killed before, and now that she thinks he's killed a family member, she's not safe anymore either.
No, Walt didn't say that he kill Hank, he just said "You will never see him again!"
He means that Hank is dead, but everyone will think that Walt kill Hank.
Why did he do that? Well, he must be the bad guy, not Skyler nor his entire family,
so he risked him self by telling that, so that the cops will know that Skyler and his family
isn't the bad guys(the danger), but Walter White himself is the bad guy(the danger).
Walter White just saved his family by saying that to Skyler and to the cops.
He just sacrificed him self so that the cops will think it is only him who is bad, not his family.
Do you understand what I just said?
You'd have to list what episode it is when he said that...or who he was talking to...what the scene was. If he did say something like that I'm sure he meant that he felt responsible for his death.
Walt didn't kill Hank. Did he say he did? I don't remember that.
I think he dug his own grave when said that. Why?