As the title says, I'm missing this feature of the app. Using MATE 1.22.1, Telegram 1.8.2.
I have a similar configuration in another system with Linux Mint 19.2 (MATE 1.22.0, Telegram 1.2.17) and it works perfectly.
Also, the icon is not showing at full resolution - it's not an issue for me, but may be related to the click issue.
Any ideas or hints on what to check?