Whatsapp uses specific ports including: 5223, 5228, 4244, 5242, 5222. By monitoring packets to these ports, it is very easy for a packet filter to figure out which clients are trying to conduct a Whatsapp session. The problem is made easier because Whatsapp uses TCP, a sequential protocol. Using this protocol makes it even easier to target and interrupt.
If you are using a VPN and the server is outside of the country, then there is no way to block you, other than cutting off the entire connection to the VPN. As of this summer, the government of the United Arab Emirates decided to make VPNs illegal and is now blocking them wholesale. They do this by maintaining lists of known VPN endpoints and then blacklisting them all.
You can evade this restriction by making a custom tunnel out of the country. Be aware that doing so is a felony in the UAE.