I have been experiencing this weird issue now-a-days(After update to Cyan, Nokia Lumia 625-unlocked) where audio files received using WhatsApp stop playing as soon as the phone auto-locks. In other words, when I receive an audio file, about 3 minutes long, and start playing it; the phone locks after 1 minute that is set as the screen timeout for me and the audio stops. I have to start playing it from the very beginning every time that happens.
I notice a similar behaviour when I play audio files directly from "Files" app. However, any music played from the music app and podcasts app etc plays normally.
ETA: I tried updating the maps for the device and observed that the download terminated as soon as the screen timed out. If the 2 different problems are correlated, this might indicate something to do with background tasks.