i don't like it either, but i noticed if you go offline it gets rid of them but it keeps the merged ones I think. I never really use FB chat anyway so i just disable it, if i want it i enable it, chat to who i want to, then disable again.

I know it's not the best solution, but as far as i'm aware it's the only one. The same is true for all other IM accounts, and if you delete them they get deleted from the serve (i.e. removed from your friends list)