(Durov himself is known to regularly visit Russia, while denying he ever visits Russia. Telegram opened a Dubai office claiming that it was now a Dubai-headquartered company, but that was a mere legal formality; no one was actually there at that office, and journalists visiting it found that not even the building staff knew anything about Telegram. In practice, the company continues to exist out of Russia.)
"so anybody going knocking on incorporation addresses in Dubai" The point is that Telegram has repeatedly countered claims that it is a Russian app with "Actually, Telegram is a Dubai company”. People reasonably interpret that as more than a mere incorporation address, and it isn’t being emphasized enough that development is still largely done from Russia, and servers are also located there.
If you ever actually lived under the regime where censorship was real - you'd be on Telegram too. When internet goes down and nothing works - Telegram keeps working.