It seems to be a problem with the mime-type. When I run it on my desktop I get the correct mime-type:
$ xdg-mime query filetype WhatsApp.apk
application/vnd.android.package-archive
Running that same command on my XA2 with the same file uploaded with sftp I get this:
$ xdg-mime query filetype WhatsApp.apk
application/zip
Looking at the source code of the File Browser, it seems to handle this as a zipfile and shows the contents when opening. For the same reason it doesn’t offer “Install” as an option in the pulley menu.