[PeterisP]

The countries have every right to legally prosecute their residents for breaking the local law. This doesn't mean that everybody worldwide has a duty to assist this prosecution. Even more, there are many cases (e.g. those I listed above) where a honest person should not cooperate but hinder and obstruct this foreign legal prosecution as much as their own local laws allow.

Whatsapp has a duty to protect their user's privacy. Unless they receive a binding legal order from their authorities (in Whatsapp's case, USA) it is entirely right to ignore nonbinding requests from judges in Brazil, Thailand, Iran or everywhere else. Simply submitting to out-of-jurisdiction authorities is not due process, it is sharing personal data with third parties without the user's consent which (IANAL, IMHO) is legal in USA but would be prohibited if, for example, Whatsapp was headquartered in EU.

In your examples, the listed companies (or their appropriate subsidiaries) are subject to those laws because they are headquarted there, those laws are their local laws exactly unlike the nonexistent legal relationship between Whatsapp and Brazil.

Some countries will have bilateral agreements to obtain evidence from abroad - a process on how e.g. Brazil law enforcement could cooperate with USA law enforcement to get a request that has some legal force in USA (and vice versa). In the absence of that, a provider should side with their users privacy and ignore foreign requests as a policy.