[wheresmyshadow]

I've seen this before. It doesn't work that way, Telegram Desktop first will tell you that "this is an exe file that might be highly dangerous" with a checkbox below to "don't show this again".

Having that said, I think this should still be rejected by the server so it's weird that it worked that way. However, the issue is not as bad as the video claims it to be, a user will be warned.