Why do meteors burn up going through our atmosphere whereas skydivers don’t?

Because meteors are traveling at much, much greater speed relatively. Like imagine even something just orbiting the earth: it's likely traveling at kilometers a second since it has to be going fast enough to keep missing the atmosphere as it falls, and if it loses enough speed to enter the atmosphere it's going fast enough that the friction creates plasma and heats it up a lot. Meteors are things on completely different trajectories from the earth itself intersecting it, meaning both they and the earth are moving very fast in at least somewhat different directions.

To put it another way, they get hot because they are being slowed down very rapidly by friction (or more accurately, they experience a lot of friction because they are moving fast, which slows them down very fast), while a sky-diver isn't slowing down and is instead simply prevented from accelerating more than a certain amount by that friction.