Many times we get a WhatsApp voice message and we are in a public place, now voice messages being personal are not meant to be played in public considering you don't know what it actually contains(Imagine playing moaning sounds in public.)
In this situation we often don't have headphones around or its too much of a hassle to plug in those headphones. There is a feature in the app that not many people know about; when you play the voice message and you hold your phone near your ear(like answering a call) the sound is automatically played through the earpiece and nobody except you can hear it. This trick is really useful when listening to voice messages in public. Now you no longer need to be worried about those private messages embarrassing you!
Bonus: Sometimes we wonder if the person we have sent a voice message to in WhatsApp has played the clip or not, notice the microphone icon in the right corner of your profile picture in that particular voice message, if it's blue then it's been played!