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If yes, what's the advantage over opening a browser tab ?

Thanks. From a quick glance, the added value seems to be a notification system and a context-menu. [1]

Does it worth it ? (not a regular whatsapp-web user).

Haven't tried this desktop app yet, but WhatsApp web already shows notifications, at least using Chrome.

If you don't care about the notifications, you could use Fluid to make a standalone app which wraps the website.

Why is it better that Node Web Kit?

Actually it isn't... nw.js uses chromium so it has all the newer HTML5 APIs enabled. Much better than fluid UI... (and also FOSS)