Why was the chat room I created for my comment discussion removed? Dave Harris replied to my last chat comment 10 days ago (28 June, 0:56 GMT), but I was not afforded the opportunity to view his answer (the last hyperlink is broken).
The room was automatically deleted by the Stack Exchange system. You can read about this policy here.
The crucial part of the policy is the following:
Will these rooms exist forever?
Rooms will exist indefinitely, so long as there is at least one person actively talking in the room. A room is considered worth retaining if it has more than 15 messages by at least 2 users.
Rooms not worth retaining which are inactive for 7 days will be deleted. Rooms worth retaining which are inactive for 14 days will be frozen. Frozen rooms do not allow any new messages to be sent, and are not shown in the default room list to prevent cluttering the rooms interface.
Because the chat system is administed system-wide for the Stack Exchange network, we can't do anything about this policy at Economics.SE. If you think the policy should be changed, the relevant venue to raise the issue is the network meta: https://meta.stackexchange.com/.