I sent a query to Whatsapp. still waiting a reply. I did go to their website & update to latest version. Yes! newer version than the Play store update.
But still received the Security warning msg.
Whatsapp still working Ok.
So, at present I have ticked the Remind me in 30 days option on the security update.
Not sure why the update to security policy keeps failing.
Perhaps I should contact Samsung directlly?.......