Signal is the gold standard for confidentiality, but forcing folks to disclose a phone number as a primary identifier has privacy issues.
But for me Telegram and Signal are equally insecure because they don't allow anonymous accounts without a phone number. Using phone number for authentication is insecure because it is very easy to intercept SMS messages, especially if you are a telecom or the government. You better avoid using such messengers and not support them unless you want to provide your ID in future for registration on any website.
The other thing is that Telegram is just far more feature rich. It feels like what you’d like expect from a modern messaging app.
Perhaps the most unfortunate thing about this all, though, is that third party devs can’t make their own Signal clients to try to improve the situation. If you want to use Signal, you have to take it with all of its warts, and that’s a hard sell.