It’s not just Telegram, Signal does the same thing. I’m pretty sure every chat application does this, because routing all video streams through servers is expensive and can cause unnecessary latency, as well as increase risk (i.e. the German government recording your encrypted traffic because the call decided to route everything through German servers, despite you and the person you call living in France). You’re also more likely to leave an accessible record behind it you route your call traffic through a server (though for non-e2ee messengers like Telegram that doesn’t make much of a difference).

Most messenger calling services are end to end encrypted, including Telegram’s, but if your keys leak out or, frankly more likely, the call is MitM’ed because nobody ever checks the security code, that still allows for surveillance.

You’re still better off calling people using these apps than though normal cellular traffic, of course. Just know that peer-to-peer is the norm.