Blocking mode not working with WhatsApp
It looks like a Whatsapp problem. Your best bet would be to raise this concern with Whatsapp themselves. There's no guarantee that they'd fix it, but this isn't Google / Android issue either (from a general perspective). Developers should follow "best practices" when developing Android apps.

UPDATE 2013-10-07: This issue has been discussed in XDA, and it's because of how Whatsapp handles notifications (no specific details given). In that thread, there is a possible solution using the Light Flow app.