Deleting chats is tedious. Partly due to no multi-delete, but also from having to confirm the delete. Like probably most people, I never pick the wrong chat to delete, so having to confirm is unnecessary, disruptive and wastes time. One day though I might, so it would be good if that case was covered.
Giving chats a soft delete status that merely hides them, finally purging them for good after a time period, would address this well; it would also satisfy another user who wanted to delete but be able to restore within a time window. As a nice touch, augment the search feature to optionally include the soft-deleted chats, and also a way to search just the deleted chats.
With that dealt with, consider taking deleting to the next level by allowing cursor movement within the sidebar, space to toggle selection of a chat and the Delete key to do deletion. Delete would get a prompt as it could be hit by accident, but use a meta key to bypass the prompt. Then a user on desktop could mouse into the sidebar, use the cursor to quickly skim up and down, whack the space bar to pick selected chats, and simply hit Delete to remove them.