I haven't used WhatsApp, but I'm tempted to call bullshit on that. I've never used any messaging app on iOS which saves photos to your photo library. Doing so would make no sense and would surely be infuriating. It's also worth noting that apps on iOS can't save to your photo library unless you give them explicit permission.
WhatsApp does by default save received images to your photo library (as opposed to e.g. iMessage). You can turn that off, though. And the permission to read from a user's photo library (to e.g. post images) includes the ability to write to it.
