I've just noticed that the drop down menu in a chat profile to change the profile's 'main site' is a little broken, it seems.
I'm using Chrome, can anyone reproduce this?
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This was caused by the fact that the user's parent account on gaming was a sockpuppet that got merged into the main user (you), but hadn't been merged on chat yet. This has happened now (and thus "Lost in Mystery" doesn't exist anymore).
Improving the handling of such a case in general is on our list, but it's a very low priority.