One advantage of WhatsApp is that it supports end-to-end encryption, unlikes SMS texting and Facebook Messenger. So it's more secure than those others, if that's a concern. Apple Messages supports it as well but unless you have SMS blocked, then your privacy is at issue with SMS texts. Keep in mind that WhatsApp is owned by Facebook, which is a dealbreaker for many people, as periscope noted.
There are other apps available for messaging like Signal, which was co-founded by a former WhatsApp founder. Signal also supports text messaging and voice, video and group calling. The disadvantage is that not many people use it, so you would have to make sure your contacts have the same app you choose to message them with. That's one of the biggest advantages with WhatsApp - many people in the US and lots of people in Europe use it.
And there are no risks with Airalo that I know of. I used it in Germany and found the app very helpful after I downloaded and activated the eSIM. It has a great Help Center - better than other eSIM companies I've looked at.