After clicking on "..." beside your chat and then clicking delete, the expectation is that your chat will be deleted. In practice, after clicking delete a small check mark and x appear beside the chat that is very easy to miss (I missed it). Unlike the popup, the delete confirmation is not as obvious.

Additionally, the options aren't intuitive. I want to delete it, so should I click the "x" to delete or the checkmark?

If confirmation is necessary. then I think a popup with "Delete"/"Cancel" is a more elegant solution.