Where your buyers actually come from
Open your last twenty orders and ask how each person found you. If the answer is mostly a channel, a repost or a friend, you have a conversation business. If it is mostly search, you have a discovery business.
That ratio answers the question better than any feature comparison.
What the shop does better
No jump. The buyer is already in Telegram, taps once, and the catalogue opens over the chat. Nothing is installed, no account is created, no password is invented, and the conversation continues in the same place afterwards.
Most lost orders happen at the jump to an outside site, and the shop simply does not have that step.
What a website does better
It is indexed. Someone searching for what you sell can land on it without knowing your name, and that traffic does not depend on an audience you already built.
It also carries things a chat does not: long pages, a blog, documentation, a brand presence that exists when you are not posting.
The honest middle
Most small sellers need the shop first and the website later, because audience precedes search traffic and takes less time to build. Doing both at once usually means doing both badly.
If you pick the shop
The storefront is described on Telegram Mini App store, and the free App plan covers up to 10 products and 150 orders a month, which is enough to find out whether the conversation half works. Plans are on Pricing.