There are various third party re-implementations of the whatsapp client. It uses the opensource signal protocol. And they certainly appear to keep the keys

There are various third party re-implementations of the whatsapp client. It uses the opensource signal protocol. And they certainly appear to keep the keys secret to the right people. It's always possible there is some secret command which makes the closed source client leak the keys, but I imagine an audit of the disassembly of the client side app would discover that.