Why we cannot send message from one chat platform to other?

You can send mail from gmail to yahoo because both use the same protocols, IMAP, POP, and SMTP.

WhatsApp uses XMPP while Telegram uses their own proprietary protocol, MTProto. They use different protocols so they are not interoperable unless you manage to create some kind of bridge between the two.

The problem is that if you're a commercial company like for instance Whatsapp you want people to install your app and to use your service. You don't want to make it easy for people to use competing products.

The Digital Markets Act in the EU fixes this to a certain extend, by requiring large messaging platforms to provide stable access to third parties.

No they don't, these are all pretendous laws, leaving loopholes. It is much easyier gathering one big "fine" from companies, than taxing individuals.

Proprietary protocols make for decent moats

"Stay in your fence, sheep!"