Sophos UTM and Whatsapp reconnecting for 5-7 seconds


We have kind of a pain in the %#& with Sophos UTM9 and Whatsapp.

Each time u close Whatsapp and re-open it, it takes about 5-7 seconds to connect (to the Whatsapp server).

Is there a way to fasten this up, or just let it connect right away (just like in cellular network?)

Thanks in advance!