I think the expectations are different for IM vs in-person spoken conversation. Also, when you deleted the conversation, you probably deleted it for the other person, too—and I wouldn’t be surprised if Telegram didn’t make it easy to export conversations as plain text for archival.
You actually can export conversations pretty easily. I used to use Telegram for years doing textual roleplaying with a friend, and I discovered that I could export our chat history from the desktop client, which meant I had an archive of all the stuff we wrote together for eventual cleaning/looking back on/publishing.
I get that. The question is - why does it bother people to not have an archive of our conversations? That's kinda creepy imho.