I would argue that there is no expectation of privacy for messaging apps without end to end encryption. There is always the man in the middle listening.
Legally, there absolutely is. Because by law, the messaging app operator also can't just publish the stuff you write in a chat.
Even some disclaimer in the terms of service probably wouldn't work if people would generally assume the chat to be private.
And it also doesn't even matter because WhatsApp claims to be E2E-encrypted.
That's irrelevant here because the OP is running the LLM on one of the ends, so it's decrypted that same as when you're reading the chat convo yourself.
It also misses the mark because you're talking about an eavesdropper intercepting messages and the OP is the receiver sharing the messages with a third party themself.
And it also doesn't even matter because WhatsApp claims to be E2E-encrypted.