Display personal messages as conversation is a good feature for anyone who wants to track messages better, but it is better to use Telegram as a reliable medium to send messages instead of forum messages.
There are differences. I can delete the entire history of the discussion between the two of us, both for me and for you. While on the forum, you cannot delete the messages that you already sent to me. Therefore, you cannot influence the history of our conversation on the forum, therefore all records remain in my inbox.
Ok, that's just in case the discussion is needed to prove in some critical cases.