"ordinary phones" - you said that right my friend!
I can explain the iPhone way: When Whatsapp is suspended, which means when you are not using it, IT IS NOT CONNECTED to whatsapp servers - therefore it does not need any battery power.
And how do you get notifications on new messages? You get them via iOS built-in notifications system which uses battery power for itself, so no matter do you have whatsapp or not - it will not affect your battery lifetime. So when you click on notification it will open whatsapp, whatsapp will then connect to the server and download new messages!
This way is also possible on N9 because N9 also has Nokia push notifications system (it is used for Nokia Pulse) but it would be very hard to implement that on whatsapp. Maybe even impossible, because servers are needed for push notifications of this kind.