OS X Messages.app, cmd+shift+w not working On my new mac, 

I have noticed in Messages.app, I can no longer purge message threads via cmd+shift+w like I could on my old computer.  Every time I have to manually hit the "x" and delete them. 

Update:  I am trying to "close the conversation" not delete it. 

Thoughts on how to fix this or add the binding?
If you mean delete Conversation.

Select the Conversation and use cmd+ Delete  keys

--update--

Looking at the help>show shortcuts.

It is supposed to.



But I do not see the menu option in mine.