Why has a chat with another member disappeared?

When a chat with another member disappears this is likely to be because one of you has unmatched.

If a member has unmatched with you then when you went to that chat, you should have received a pop-up saying '[Name] has unmatched with you'. 

If you unmatched with that member, then you should have received a prompt asking you to confirm that you would like to unmatch with that member. If you confirmed then that person will disappear from your chat screen.