Threema is paid (registration tied to payment is already bad for privacy, most people will not register with some crypto-coin etc) and centralized, any centralized service is vulnerable to enshitification, none of them start evil, also it is easier to block by authoritarian governments and can't be used in a sovereign/independent way (ex. own independent server in a local community)
Session: it has been a long time since I last used Session, at the time my impression was that it was a bit hacky and it was draining my battery and using a lot of mobile data, more importantly Session doesn't seem to have multi-account support, also doesn't seem to support using your own independent server "off-the-grid". Session groups have a limit of only 100 members while in ArcaneChat groups can have 1000 members for now (or even more depending on the server you use, ex. your own)
none of them have in-chat collaborative/interactive apps (ex. collaborative editor, calendar, shopping lists, split bills, polls, etc.) and games that can be used even while offline
and the thing is: Telegram having a proprietary server feels more opensource and open to 3rd party clients and developers (ex. bots, mini-apps etc) than Signal, Signal's issue tracker has a bot auto-closing stale issues and several people are completely ignored, never receive a reply
I highly recommend you to give a try to https://arcanechat.me/ (I am the developer) it is heavily inspired by Telegram, if you want to test it you can join this community group: https://i.delta.chat/#6CBFF8FFD505C0FDEA20A66674F2916EA8FBEE99=&a=invitebot%40nine.testrun.org&g=ArcaneChat+Community&x=3KvvQZfzU4t-9u5s0PF3USGp&i=AQKH9_8x0R0&s=dbGW9xOhRQX