Even Ax commented on how quickly Humans were progressing, saying that it took Andalites millenia to make the progression from chemical-combustion fueled space travel to Z-Space theory/communication/travel, whereas we made the leaps in less than a century.
And the Skrit-Na aren't really fearing anyone in the galaxy. Even the Yeerks could care less about them. It's as if the rest of the galaxy has looked at them playing with their zoos and said "Well isn't that... special? You guys go have fun..."
Neccessity is the mother of all creation. And conflict is the mother of all neccessity. I don't think the Skrit-Na really had to worry too much about being bullied in the same way that the special kid at school doesn't worry about the same thing. Therefore, they probably didn't really need to advance beyond "galactic zoo filling" technology.
Think of it this way. If it Skrit-Na have been around with this tech for millions of years, imagine how long it took them to get as far as they did.
They probably only did it out of neccessity (escape a dying sun) or encountering another race (Hi, we're aliens. You're funny looking bugs... Want some tech?)... Who knows? Maybe they put all the other species on their planet into zoos and only became space-faring in order to find new creatures and items to put in their exhibits?