Ideally, you would need associate the room with a session, make it site-wide and then delete it, but unfortunately I can't seem to find a way to work out which course the room exists in (because the "Seminar Sessions" report won't have any record of it if there are no associated sessions), so I'm a bit stuck on that front. Maybe "Context" should be one of the bits of information available when you view room information, so it can either say "Site-wide" or give a link to the course in which the room is defined. Would actually be quite useful having that as an available column in the Seminar Rooms report source as well.