Also a native English speaker, also had no idea it was supposed to be a pun until right now. I just thought it was another silly name from an Asian company.
Curious, because I'm pretty sure the first time I ran across Whatsapp it was in text, but I tend to 'hear' the things I read/write in my head, as though a voice read them to me. And because of that the pun stuck out. It might just be I'm more inclined to look for puns (playing games with them all the time with friends and family), but wondering if that might be part of it: if you just see the name and it's just a word, not something sounded out in your head, you of course would not notice the play on words.
And then there are the others [1].
1 https://twitter.com/KylePlantEmoji/status/122171379291396506...