In a way, Durov's arrest retroactively vindicates every EU citizen's decision to use Telegram (up until now), as it proves that they haven't been getting what they want from him. I am not nearly as concerned about Durov himself or the government of Dubai getting to read my messages as I am about the EU or one of its member states doing so, as there simply isn't much I can see the former doing with that data. The real danger only arises when the people who can read your messages and the people who can dispatch dudes with guns to your house are in cahoots. (For the same reason, I tend to roll my eyes at warnings about various forms of Chinese spyware.)
Iran and Russia also had reasonable laws once. Then things changed.
The problem is, you can't delete your old chats from the %EU_NSA_analogue%'s servers once they get there. The funniest part is, you might think that you are safe because that one sussy message was posted so long ago. Well, statutes of limitations are changed/ignored just as easily as any other law.
Paternity testing is illegal in France. Attempting to verify a very basic fact that your child is indeed yours is criminal. So is outsourcing it to other (even neighboring) countries. If French customs intercept DNA samples or results in the mail, the perpetrators can face up to a year in prison and a €15,000 fine.
EU countries prosecuted Assange, the Pirate Bay guys and now Durov. People in countries like Britain appear to frequently get persecuted for political posts. I'm sure that I've said things online that could get me in trouble now or would at some point in the future when the Overton window shifts in some other direction.