Skyler was in the dark about the majority of Walt's actions, but she was fully aware of the money laundering involved to operate the car cash, which she should go down hard for since it was her idea to get involved with that side of the operation. I think him taking to heat for the downfall was his way of provding for his family since it was clear to him he couldn't have any involvment with them at all, at least on the initial terms he wanted.