Why are skeletons accociated with ghosts and scary stories?

It has to do with the human response to the ultimate destiny, otherwise known as death.

The ghost is the symbol of the spirit living on and the skeleton is the symbol of our human mortality that is left behind.

Psychologically it triggers a sense of dread when confronted with those images either visually or in literary form.

That's why its used a lot together in stories.

Sometimes the ghost is there because the skeleton has not been properly buried as per the dead persons religious customs, which is quite an often occurrence with spirits, and likewise, in stories.