Translation:Ich bin Ski gefahren.
Skiing is Ski fahren or Ski laufen (skifahren and skilaufen before the reform). Ski fahren refers to alpine skiing, while Ski laufen refers more to nordic skiing, where you actually walk or skate on the snow...
In general, fahren is used for a lot of things like cars, bikes, elevators, hot air balloons, boats, submarines, escalators, ....
For further reading: https://www.duden.de/rechtschreibung/fahren
There are a lot of examples how fahren is used in different contexts. Not all of them involve vehicles. Even Ascension Day is called Christi Himmelfahrt ("Christ's ride to heaven") here - Jesus definitely didn't have a vehicle ;-).
The "fahren" issue is a bit tricky in German. For example: we say "Fahrrad fahren", which is cycling or riding a bike in English. Another peculiarity is that we use fahren also if we transport others in a vehicle or if we are transported:
- Ich fahre mit dem Bus/Zug - I go by bus/train.
- Ich kann dich zum Bahnhof fahren - I can offer you a ride (=Fahrt) to the station.
So if I don't specify the circumstances, it's a bit of an arbitrary choice which word to use for fahren, isn't it? My "ride to heaven" was rather meant as a joke...
This is not extensive, but fahren is used for most mechanical vehicles, on land (cars, trains, busses, even elevators and escalators), on water (all boats) and for some aircrafts like balloons and airships. If you go by plane, you say "Ich fliege [in den Urlaub, nach Spanien,...]". For animals it's reiten.
For skiing there are two ways as nordic/cross-country skiing is actually some kind of augmented walking (ski laufen), similar to Schlittschuh laufen (ice skating) and Rollschuh laufen (roller skating), while alpine skiing usually doesn't look like walking and you are driven down the slope by gravity (ski fahren).
That's what I meant with tricky ;-). German tends to use more specific words than "gehen".
Duo generally wants the closest translation possible, and ‘ich ging Ski fahren’ (or ‘ich bin Ski fahren gegangen’) is closer to ‘I went skiing’ rather than ‘I skied’.
For what it's worth, I think the pedantry is warranted here: ‘to go skiing’ and ‘to ski’ refer to different moments of the same activity.