I promptly flagged the chat message, and a SO moderator wiped it out within a few seconds.
However, the chat room is still advertised in the sidebar, over an hour later. This is a relatively non-chatty Stack, and so it could easily persist for weeks if we didn't make an effort to chat in order to clear the sidebar (which I'm undertaking now). And since the spammer intelligently named the chat room the name of the service he is advertising, he's getting extensive free advertising.
Is this just a feature of caching/etc., and it will go away naturally? If so, can this be a bit quicker? And if not, can a feature be added such that a chat room with only a moderator-removed chat message will be automatically removed?