[susan53]

For example , the last one would be natural in the following situation :
You're in a hotel, and when you booked you specifically asked for a bathtub. So you go to reception to complain :
Excuse me - I've just checked in and I'm in room 213. But my room doesn't have a bathtub. When I booked I specifically asked for one, and you said it wasn't a problem. Can you change the room please?

It's very difficult to think of a context where you would want to say something like My room has a chair. Possibly if you were comparing hotel rooms with a friend who hasn't seen your room you might say something like: Oh this is a nice room. Much nicer than mine. You've got an armchair! My room has a chair, but it's not as nice as yours!

On the other hand, if you found ants in the room and went to complain, then your sentence My room has ants doesn't sound particularly natural. have tends either to be used to describe possession (I have a dog and a cat) or when X is an integral, and unsurprising component of Y - as in My room has a bathtub. The bathtub is an integral and unsurprising component of a bathroom. Ants, however, clearly aren't an "integral component" of a room. I'd use something like ...
Excuse me. I've just checked in. But the room is full of ants / There are ants all over the room.

But change the context and it might work. Imagine a hotel called "The Entomologist's Retreat" which specialises in holidays for bug hunters. The hotel is decorated with pictures of various insects. This time, when you see your friend's room, you say : Oh - you've got butterflies and scarab beetles. That's much nicer than my room. My room has ants and cockroaches.

This time, the pictures of the insects are an integral part of the room. So the sentence sounds fine.

While we're on the subject of "sounding natural" - regional variations play a part too. Keep in mind that what sounds "natural" to someone from one area may sound unnatural to someone from another. As a British speaker I would be unlikely to say bathtub, replacing it with just bath. And has would often become 's got. I'm presuming you're using American English though, so those issues wouldn't affect the naturalness of the sentence.