Telegram inline_keyboard broken?

I recreate your configuration just to test it and if you add show_alert: true message won’t disappear until you press ok.

action:
  - service: telegram_bot.answer_callback_query
    data_template:
      callback_query_id: '{{ trigger.event.data.id }}'
      message: >-
        Callback received from {{ trigger.event.data.from_first }}.
        Message id: {{ trigger.event.data.message.message_id }}.
        Data: {{ trigger.event.data.data }}
        {{now().strftime("%H:%M:%S %Y-%m-%d")}} Pong, Message from {{ trigger.event.data["user_id"] }}.
      show_alert: true

Hello both!
I see this is a pretty old thread, but I got here because I had the same problem just now (2020).
The solution for me was exactly what @hellad said. I added parse_mode: html to my config and it worked just fine!

That should be added to the documentation somehow.