This small technical annoyance is one of the biggest issues… of modern society. They do that deliberately to keep users within their apps to drive up engagement. Which in turn drives down exposure to different opinions by keeping the user within the app driven by the same algorithm uninterrupted. If they to change default opening of web links as you would expect it, their revenue numbers would drop dramatically.
The lawmakers should be competent enough to recognise this problem and have laws against keeping people within the apps for no reason. (The only reason may be to use the web sign-in).
Imagine on desktop computer os, you click a link within WhatsApp app and it opens a window within that app and load the webpage there, without your login cookies, and makes you login if you need using mouse with on-screen keyboard only…