They do with Telegram. In WhatsApp (if I recall correctly) it auto-retrieves from your google drive.
(Come to think of it…if that means the encryption key is just with you in your google drive and not with WhatsApp, then is that more secure than I have previously believed??)
With Signal they prompt you to pull the data and generate and encryption key. If you lose either of those things then there’s no way to get your messages back since no one else has them.
My brother does this. And it’s easy to see how people fall for this when the disinformation from those companies keeps telling you how private your messages are and that not even WhatsApp can read them. Yet when you lose your old phone and reinstall on a new phone, your old messages magically show up without you having to provide an encryption key.
What’s the Bandcamp drama?