Not because of the play's subject matter, which charts the car-crash life of teenage Andrea, who is abandoned by her parents before being groomed by older men into a world that leads her deeper and deeper into an emotional morass she eventually kicks against with tragic consequences. Rather, because of the more mundane response of audience members having to make a dash to other shows they had booked into.
Given the play's subject matter, however, a thick skin was essential for Whelan, who is preparing to open a new tour of Dark Vanilla Jungle at the Traverse Theatre, Edinburgh, this week.
"It's quite a monster to take on," she says. "It does not dance around a difficult subject matter, and is unapologetically directed. I felt rather sorry for Andrea, but also rather intrigued by how someone would behave like that. She is so desperate to be loved, so desperate she completely overlooks the things that can go wrong in the situation. We can all relate to someone telling you they love you or that you are beautiful, so you can be quite disarmed. So I can see how it happened, and how her life descends into tragic chaos."
Whelan was only cast in the show, she believes, because the producers "wanted someone who was already coming to Edinburgh". Her other Fringe show was as Chastity Butterworth, a jolly hockey-sticks creation who leads something of a double life. The contrast between the two shows was one Whelan describes as "the nettle and the dock leaf".
It is a phrase that could apply to Whelan's own childhood, which could not be more different than Andrea's.
"When I was three I was demanding that my mother take me to ballet lessons," she says, "so I suppose I was always going to perform in some form. My parents met on an amateur dramatics production of Desire Under The Elms. My father is hugely entertaining, and my mother was wild and rebellious, so I guess some of both of those traits must have rubbed off on me."
Whelan initially trained as a dancer, which led her to doing stand-up before, as she puts it, "I was lucky enough to start working as an actor". While luck may have played a part, given that her CV includes stints in the London West End in the National Theatre's production of One Man, Two Guvnors, one suspects ability and ambition may also have had something to do with her recent success.
Luck did play a part, however, in Whelan being cast in the regular role of warrior queen Yara Greyjoy in HBO's television fantasy epic, Game Of Thrones. She went to a casting for sitcom Threesome, where the casting director suggested there might be something for her on the next show he was working on. That turned out to be Game Of Thrones.
"It was just a case of being in the right place at the right time," Whelan says. She joined the programme for four episodes of Series Two and, with a fourth series scheduled to be broadcast later this year, appears to have survived a third series cliffhanger.
"I'm in it," is all she can reveal about the forthcoming series. "My character's still alive, so I get to do some more swashbuckling."
Whelan was recently in Glasgow filming BBC3's flat-share sitcom Badults, a programme that might prove a more palatable watch for at least one member of her family than Dark Vanilla Jungle. "My dad said he will never see it again," she says, "but my mum has seen it twice. In Edinburgh, my friends who came to see it would hang round afterwards to make sure I was okay."
Ridley's writing may not be social work, but the experience of doing Dark Vanilla Jungle has made Whelan recognise its power even more.
"I read a lot around it," she says, "and discovered some dreadful, horrendous things about this manipulative, duplicitous behaviour these girls were subjected to, but were not listened to by the authorities, or were maybe not old enough to testify. As a result of that, there are so many of these people who have perpetrated these crimes who are still at large and who have never been prosecuted. So while this is a drama first, if it can raise any kind of awareness about this, that can't be a bad thing."
Dark Vanilla Jungle is at the Traverse Theatre, Edinburgh, February 27-March 1.
l www.traverse.co.uk, l www.supportingwall.com