You cannot really do this when telegram is available on many devices at the same time. I can use it on 5 devices or even more at the same time. A feature that WhatsApp does not offer. The data is on my phone and maybe (if the backup works for once) in google drive or iCloud.
Then there is still the issue of storage. With the amount of channels and groups i am in none of my devices would be able to hold everything. While i can just redownload everything from telegram.