In an anechoic chamber, typically what we are showing is the on axis response typically tailored to be perfectly flat.
The room response is a combination of the direct and reflected. Higher frequencies are typically absorbed more by things in the room, even just painted drywall, but they travel farther distances, so also attenuated more by the air. Add in the highest frequencies tend to be the most directional, so it may be flat on-axis at 20KHz, but 10db down at some angle off axis, and room response is sum off on axis and reflected off axis.
The room response is a combination of the direct and reflected. Higher frequencies are typically absorbed more by things in the room, even just painted drywall, but they travel farther distances, so also attenuated more by the air. Add in the highest frequencies tend to be the most directional, so it may be flat on-axis at 20KHz, but 10db down at some angle off axis, and room response is sum off on axis and reflected off axis.