This was all over the news a couple of years ago when Russian entry/exit records were leaked. Doing a Google search for “durov visited russia frequently” will get you plenty of reportage.

"so anybody going knocking on incorporation addresses in Dubai" The point is that Telegram has repeatedly countered claims that it is a Russian app with "Actually, Telegram is a Dubai company”. People reasonably interpret that as more than a mere incorporation address, and it isn’t being emphasized enough that development is still largely done from Russia, and servers are also located there.