The inductance considered in this context refers to a bare conductor, not the inductance of a coil used as a circuit element. The inductance of a coil is dominated by the mutual inductance between the turns of the coil which increases its inductance according to the square of the number of turns. However, when only a single wire is involved, then in addition to the external inductance involving magnetic fields outside the wire (due to the total current in the wire) as seen in the white region of the figure below, there is also a much smaller component of internal inductance due to the portion of the magnetic field inside the wire itself, the green region in figure B. That small component of the inductance is reduced when the current is concentrated toward the skin of the conductor, that is, when skin depth is not much larger than the wire's radius, as will become the case at higher frequencies.