It is hard to check what WhatsApp does, but in Signal it is not the server, but a recipient who sends delivery receipt. WhatsApp then has to either recognize encrypted receipts or allow only one-way conversation during attack. Carrying out the whole attack just to decrypt "hi, are you here?" is not really interesting.
Unless the key-change forces the user to be using an insecure key-pair, but is that actually happening?
Furthermore, as soon as the sender attempts to deliver another message to the recipient, they would get another notification (because the encryption key changed back to the real key); alternatively the attacker could continue blocking (and reading) messages to the recipient, but the lack of delivery would be noticeable.
You could escalate it into a MITM rather easily, though, by attacking both ends; but again, a key change notification should be displayed to both parties.
Assuming the closed sourced app works as advertised, obviously.