So?
There is a common misconception among players of D&D 5e that a nat 20 is a license to "do anything" - that a nat20 on an Athletics check lets you jump to the moon, a nat20 on Persuasion can convince a king to abdicate, a nat20 on Medicine can heal the patient to full health. These are sometimes called "Critical Successes" (mirroring "Critical Hits/Misses" in combat), or "Skill Crits".
Not only is this rule not Rules-As-Written (which is fine - every group has their own set of house rules that they adopt!), but it's actually a counter-productive rule that can harm gameplay. This page lays out the reasons why it's harmful, and then refutes some of the arguments in favour of it.
No it's not. This is the least important justification (since you can house-rule whatever you want - see "But I want to, and so does my group!", below), but just to be clear - it's not.
You or your group might be confusing this with "Critical Hits/Misses", where a roll of 20 on an attack roll always hits (and does extra damage), and a roll of 1 always misses (Even this rule is often misunderstood - the rule that "something else bad" happens on a Critical Miss, like dropping a weapon or falling prone, is also not Rules-As-Written).
TK - Watsonian, combat is a contest. A Crit Miss can be your opponent getting a lucky deflection even though you hopelessly outclass them. Doylist - combat's not a "gate", if you miss an attack you can try again (or circumvent it)
TK - yes, true. It's bad DM-ing to allow a player to roll for something they can't make _any_ impact on - but the DMs idea of what counts as a success might be different from yours. Skill checks are not necessarily binary pass-fail - there might be differing DCs for gradations of success, even if "20 plus your modifiers" still won't result in the outcome that you are hoping for.
Then - cool! The only wrong way to play Role-playing games is any way that your group doesn't enjoy. Just make sure that everyone knows what they're signing up for, and particularly that the players of skill-based classes don't feel over-shadowed.