I was struck by that too. Somehow the feds obtained WhatsApp messages from Apple. Maybe WhatsApp was getting backed up to iCloud, and that message store isn’t part of the e2e encryption.
It looks from some of the images that the feds had access to the unlocked phone(s). But, yeah, in my admittedly fairly quick read of the affidavit, it wasn't particularly clear--perhaps deliberately--how exactly the feds gained access to all the messages they're using as evidence. (Assuming the defendants challenge how the FBI obtained that info, IANAL but it may make sense to give as few details as possible at this stage.)
I was wondering whether Target Subjects whose names aren't capitalized in the FBI complaint had cooperated. But then, the complaint states that most of them are defendants in the Massachusetts case.