Yeah I've noticed for example that in Damus I can enter a memo when I zap, but I can't in Amethyst because it just passes the invoice to the wallet and iirc you need to set the memo when you create the invoice, so the Nostr client needs to support it.
I am curious how the Telegram bot knows when zaps are from Nostr though. I don't remember linking it to my pubkey or anything.