Any multiple option position for a given expiry that has long and short positions on different strikes, will likely have implied skew exposure.  The individual long and short Vega positions can experience different Vega PnL (profit and loss profiles) as the shape of the skew changes, and so even if ATM (at the money) volatility is unchanged the sum of the Vega Pnl across all the strikes will be your implied skew Pnl and can be non-zero.