When a member leaves the chat there's nothing to auto-close the window. Actually I tested and found a different bug, it didn't even detect the situation when using site-wide-IMs (I've just fixed that).

The only things that can cause the window to close is a lost Internet connection, a click of the end chat button, or normal user window management.

Hmm weird because every now and then I'll get that message without even clicking anything... and later I find out from the user I was talking with that she accidentally ended the chat.