On the Windows Skype for Business client, to the right of each tab there is an X that allows closing the tab so it no longer shows in the list. I have not been able to find a way to close tabs in the Mac client, despite extensive searching.
(It is possible to re-use exiting tabs when continuing to talk to someone, but if they start a new conversation with you or switch to a different device, it creates a new tab. After using the client for one day, I have 5 tabs from one co-worker. I'd like to make the old ones go away.)
OS X 10.11.6 / El Capitan and Skype for Business 16.0.3638
Best Answer
I found that clicking the tab once selects the tab and moves the cursor to the chat box. A second click on the tab selects the tab, then you can press the delete key to delete the tab.