Hmm. At the risk of pulling an 'I use Arch btw'....
You are using Meta's WhatsApp and Messenger, so apparently you've already decided to trust that company with the contents of your chats. That's fine, I personally don't, but I'm not judging.
Then, you've also already decided to trust Microsoft with everything else you run on your computer since you're using Windows.
What then are you trying to protect yourself against by using PWA's instead of native applications? Maybe it's worth some time to evaluate your threat model.
edit: Sorry, wrong link. This is more relevant.