Imagine, if your employer is embroiled in a lawsuit, the plaintiffs will subpoena and seize everything involved in work-related communications, including your personal account, all chats on that 3rd-party messenger, and any personal devices where you've carelessly intermingled work with pleasure.
I can't imagine why employees would not want their managers/supervisors to have oversight and transparency into their conversations. I mean, if you were in the office, surely verbal conversations would be overheard. Are you afraid that your employer will catch you trying to unionize, or be a whistleblower or something? It's weird.
Employees who use the company-provided means to chat and communicate will actually be protected, because the company will have retention policies to erase the stuff after mandatory retention expires, and also you will be able to point at any official record in the case of disputes or when decisions are simply questioned. It is extremely handy to have a searchable log of decision-making processes.
It seems completely foolhardy to go off and even lure your coworkers to unauthorized 3rd-party chats. It's shadow IT. It's what they always warn you about on social media, especially dating sites. On a dating site, if a dude tries to lure the girl off the platform, that's a red flag. Because the platform communications are monitored and refereed, and the girl has recourse to reporting him if something creepy goes down. If she lets him switch her to texty-wexty, then there is a serious problem of non-transparency and really, the ability to repudiate anything that is said or done in that sort of forum. Red flag. Do not let your coworkers abuse you like this.