WhatsApp Beta for Windows Phone has recently added the ability to receive and listen to music from other users of the app. Unfortunately this music remained stuck in the messaging thread and ultimately inaccessible to other applications.
Now in the latest private beta of the app the music is saved directly in the public Pictures folder, making it easily accessible via any file manager.
This of course is still not perfectly ideal, with a WhatsApp sub-folder in the also public Music folder being better, but this is still much better than previously.