I also use OneDrive, but I find the user experience in Telegram to be better.
If I put something in a OneDrive folder somewhere, I don’t immediately see a loading bar, so I have to open the OneDrive app bar again. Also, I think the OneDrive app is a real monstrosity that often glitches. If you want to share something from the app, the default is to share via a link. Yes, you can now easily “send as file” within the app, but this wasn’t always the case and in my opinion it should be the default option for small/medium files.
Also, I have a lot more “permanent” stuff in OneDrive, if I upload it there I also want it removed later. I don’t have it with Telegram because it doesn’t depend on a certain storage quota. And you just need to find the folder in OneDrive where you uploaded it. In a messaging app, your conversation is instantly at the top as it has the most recent activity.
For me personally, cloud services are more about storing things, not sharing them quickly. Also, you often want to forward things to other people via a messaging app, so why not save/share them immediately in the same or another messaging app.