I think that it's some sort of rounding error, possibly compounded by infill overlap considerations, causing Cura to think that there's room to try and fill it in. As George said, try setting the skin thickness to 0.4, and turning off infill, and see if that helps.
I'm guessing that's infill. You should know that if your wall is .8 then a skin of .4 will do two passes and setting skin to .8 doesn't really make a difference.
I don't know the answer but I have some things that will take 2 seconds to try as you can see the results in slice view.
Try turning off infill just to see what happens.
Try leaving infill on but setting infill overlap to 0% or even -50% (yes, negative). If there is no overlap then there shouldn't be room for any infill. I think the overlap is enough that Cura tries to connect the walls together with infill.
If the above two approaches convince you that the issue isn't infill related, then I guess lie to cura and tell it your nozzle is .39 and then .41 mm just to see what happens. You can lie to Cura about your nozzle width - it will put out more or less plastic than normal accordingly. People have said you can lie by about 25% - much more than that and it the results aren't so good. I've never tried it.
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