Chat logs are stored in text files by the name of the user or room. Logs aparently don't get created if the user or room name isn't compatible with the file system. For example, at least on Windows, a room with "<" in the name won't be logged.
It would be nice to be able to have logs for users and rooms with such names. Maybe the characters known to be forbidden on the file system could be replaced or removed when generating the file name for the log. Or perhaps if there's a failure to create the log file, try a second time, but use a file name that should work and that will still be unique, such as an MD5 (or whatever) hash of the user or room name.