Party Chat disappears after leaving Party
Sadly it’s intended, it has been this way since launch I believe. Same happens with guild and squad chat (for guilds it vanishes if you switch the guild you are representing).
I would be indeed nice if chat would be kept even after leaving it. I even went through a situation where I was in a party with someone and they were disrespectful at the point it deserved an Abuse Report, however I quickly left the party and WPed away after the abuse and then I noticed the party chat gone before I could even screenshoot it.