You're right, but it also happens when you paste in the status button before hitting "Post." Try this: go to Facebook, post a link in your status box. Wait a few seconds. Notice that it will populate the link information fields even before you submit the post. It has to get that info from somewhere. That's where the crawler comes in.
Yeah that's expected, but it's not expected (at least for me) to happen in a chat. But, I never use FB chat so I don't know -- does it also create thumbnails for links and such?
Hmm, I see what you're saying; no it doesn't appear to create the thumbnail in chat. It would be interesting if Facebook uses different crawlers depending on whether the link is posted in the status box or in a chat. That could lead to some interesting analytics such as "your website was chatted about x number of times and shared via a status update x times."