Did you have an expectation of privacy using Telegram? I think that's the real issue here. If you were paying for Telegram, then I would say yes, those conversation should not be handed over to xAI. But, if you were ostensibly not paying for it, then I think it should be assumed that use of the service is considered consent to take that and use it as they please.

So yeah, it's almost certain that everything you ever put into Telegram is in Grok.