1. Identity

Source: What's wrong with Signal, Whatsapp, Telegram, Protonmail, Tutanota ?

The first problem with many applications is that your identity is connected to the interactions on a platform. This holds for signal, whatsapp, telegram, imessage, protonmail, tutanota etcetera.

For almost any messaging app you need to provide your phone number i.e you just handed over you identity Contact List: Second most people also provide these messenger applications with all of their contacts as well. Hence, they directly know who your contacts are which they can use to market you, but also held you accountable if one of your contacts completed a crime for instance. 
Metadata from your pictures locations, time stamps,  What time you are communicating with who, for how long, for how often, who initiated the conversation and much much more.