Because they were saved to the central photo place with WhatsApp, and she likes seeing all of her photos there.
In case you haven't noticed, there seems to be an active effort to do away with the notion of files. Because making things more abstract is supposed to reduce confusion somehow.
You can do whatever you want with a bunch of bits and a spec that tells you what they mean. Even utilize different software/hardware to consume and manipulate them, which is the last thing your software/hardware vendor wants you to do.
Did anyone really think doing away with files ever had anything to do with simplicity? Another magical thing you can do with a bunch of bits is build abstractions over them to simplify their manipulations as much as you want. It's vendor lock-in and it's not only awful but evil too.
Result is they can't find them, lose them, don't have backups etc. I have interacted with users who hadn't grasped before they could make folders themselves.
Ask your mother or your sister.
But unfortunately, vendors have caught up and noticed that "an arm and a leg" is lots of money, so if they could just make it a tiny bit harder...
Me being able to freely manipulate my own data according to my capacity has NOTHING to do with providing uninterested/incapable people with tools that hide complexity.
Why would they be? If I mail you a bunch of pictures in an envelope, they don't magically convert to negatives and transfer themselves to the roll of film inside your analog camera.
<rant>
Snark aside, "camera roll" must be one of the most confusing attempts at "user-friendly" abstractions I've seen in widely-deployed software, especially with so many apps shipping their own implementations (in addition to the OS/camera gallery), some of which mix together some combination of pictures downloaded to (but not taken by) the phone, pictures existing only in the cloud, pictures existing only in a different app's cloud...
There's skeuomorphism, and there's building a bad abstraction on top of a limitation of ancient tech, seemingly forgetting the ~10+ year period between analog cameras and smartphones with good imaging sensors, where everyone got used to digital cameras shooting photos to a "memory card". My non-tech-savvy relatives are definitely more confused about "camera rolls" in their phones than they were about managing JPGs on SD cards using standard desktop OS filesystem tools.
Hell, number one support request I get from family these days is, "How do I copy ${these photos from a "camera roll" of some app} to ${OS gallery app} and to ${this USB stick}? We want to show all photos of ${grandchild} to ${neighbor} without Internet. And we want to have them in ${a folder on a PC} so it's safe, and we can view it on a large screen." The process isn't that involved, just confusing, and somewhat different for every other app. It's like vendors really don't want people to store their photos as files anymore :).
</rant>