On our legacy forum before we migrated to Discourse, we wrote a custom plugin (over 10 years ago or so) we called “confidential posts” which is very similar to the built-in Discourse feature “whispers”.
More-often-than-not, a moderator made a “confidential post” comment to other moderators, and then forgot, inadvertently, to insure their reply was also "confidential’ causing “social issues”.
Hence, based on our experience before Discourse, as @codinghorror describes, it is an important feature to insure that replies to “whispers” are always “whispers”.
In my view, it’s not so much an issue of "learning the UI’ as much at it is “having experience with various forum management situations and scenarios (that arise from time-to-time)”; because experienced forum managers who use similar functions such a “confidential posts”, “whispers” or “underground posts”, learned years ago “what is a whisper, should stay a whisper”.