According to this help about comment formatting, the [chat] markdown should create a link to the site chat. While the name expansion worked, the link leads to the rather general chat.stackexchange.com instead of our chat.
1 Answer
This seems to be by design:
[chat]
– link to the current site's chat site (http://chat.stackoverflow.com/ for SO, http://chat.meta.stackexchange.com/ for Meta SE, http://chat.stackexchange.com/ everywhere else, that last one showing a list of active rooms from the referring site), the link text being "{site name} Chat".
There is a feature request to allow behaviour more like what you suggest (Be able to specify a particular room in the chat magic link on Meta.SE) and a similar question on Meta.SE about this behaviour in particular.