For me there's a few reasons, but the chief among them is its positioning of its desktop client as an afterthought. Telegram's clients are first class citizens on every platform they run on, which is rare and hard to let go of once you've experienced it.

Its security is more questionable than Signal's for sure, but it comes so much closer to a cross-platform iMessage than Signal does that for 99% of day to day communications it's hard to care.