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Re:WhatSim, a SIM Card for WhatsApp by kbart on Thursday January 29, 2015 @05:59AM (#8965397)
I guess they run as MVNO[1] and all data is routed through their APN. The rest goes as another comment has already described.

1. http://en.wikipedia.org/wiki/Mobile_virtual_network_operator

Re:WhatSim, a SIM Card for WhatsApp by ismail on Thursday January 29, 2015 @07:52AM (#8965757)
I seriously doubt this. They would need to sign MVNO agreements with every single operator they support. Unless they have a deal with someone that already has the links to the operators.