I also cannot get to my bookmarked chats from Profile > Bookmarks for some reason. Unlike search, the bookmarked chat item is listed there. But, when I click on it, I get an "Oops! That page doesn’t exist or is private." message.
Ah, I just realized that it works for me if I have the chat window open.
If it is not open, it doesn't take me there and I get the Oops message.
Yeah, it would be good to have it so that the chat window is opened automatically when a chat bookmark is clicked, rather than throw an Oops error.