Facebook has been integrating all its services together since it bought Instagram and WhatsApp. The latest addition/update is the addition of WhatsApp and Instagram links to the Facebook App.
If you are yet to receive the update, just chill, you will soon get it. But then you should be aware that all it does is redirect you to your WhatsApp or sends you to Play Store to download the app if you don’t have it installed in your phone. This is just pretty much a shortcut in a bid to keep you locked in the Facebook ecosystem.