It really depends on the subject.
Messages about the booking, arrival time, issues, complaints I always handle trough the AirBnB system.
But things like: “We are in the supermarket, and is this beer any good… sending picture”, I do not mind receiving through whatsapp.
And once you are in their whatsapp conversations, it is very likely the guest will contact you direct with a return booking. I receive quite a few direct booking request trough whatsapp, from former guests or friends from former guests.