What can cause the bloating in high protein diet of Whey proteins?
The cause of the swelling is lack of lymphatic carriage capability of proteins to the muscles, because of systemic conditions affecting the circulation of proteins through your lymphatic system.
There will be edema extracellularly because of insufficient carriage of proteins through lymphatic system.

My schematic drawing about the fluid movement between these spaces



I started to think why some people do not observe so much swelling.
I discussed with a few and come to conclusion that the main difference between those people who did not have noticeable swelling was that that they did lymphatic system massage by maximising abdominal breathing after taking whey proteins (before training and after training).
I think it sounds sensible to some extent. 
Those people also included lymphatic system massage in their recovery after training.
One video here Lymphatic Drainage for Abdomen and Trunk.
So another reason what may cause the swelling is insufficient drainage of lymphatic system.

The swelling does not happen to the same extent in all people.
Some people swell much after one intake of protein drink.
Some people also do not have to do lymphatic massage.

My conjecture: The reason to this is most probably one glue-gene-group.
Those people who have this genome have other systemic diseases that causes the lymphatic drainage have high proportion of proteins already:


for instance, uncontrolled asthma patients, who are circulating lysed DNAs of lymphocytes from small bronchial tree through the lymphatic circulation


Lymphatic circulation is the system which circulates the proteins to the muscles.
After absorption from the digestive tract, lymphatic circulation carries proteins systemically.
However, since there is already a high proportion of proteins, lymphatic circulation cannot take much more proteins to carry. 
Our body has to remove toxic wastes before it can build new materials.
Catabolism then conquers anabolism in some situations.