You can build basic app functionality into iMessage, something you can't do with WhatsApp.
The desktop app for iMessage is simple, but efficient and gets the job done. The WhatsApp desktop app is slow by comparison.
WhatsApp has the user numbers, but it has never been the best when it comes to functionality.
Also, I just think native apps still perform better than web apps.
And I can install it on my work computer
If you would say desktop app can do voice/video calls which you actually use (I don't, not gonna open laptop with closed lid and external display for that) I can understand using the desktop app, but for someone who doesn't need voice/video calls on computer and is fine with better camera in phone there is no benefit in installing additional dedicated app.
There isn’t even iMessage functionality in iCloud.com despite the breadth of other Apple products and services being there. Kinda odd how they left that one out, no?