You never know what the people you're talking to are doing with your data. This isn't any different. The conversation involves 3 parties: Sender, WhatsApp & Recipient. If you want your conversation to be private, you must trust all 3.

I never know that the people preparing my food at the restaurant are doing with it either but if I see someone doing something wrong I'm going to call it out. We should all make an effort to maintain some level of ethics even if we don't have total control over the environment.

Feeding someone else's personal data in to an AI company is unethical even if there is no way as an individual to prevent someone doing that.