Discouragement of whistling is just another part of the present huge cultural trend of discouraging music-making by ordinary people.

I was at an early-music workshop last year along with many others who play recorders and viols. At dinner we had the following exchange:

Leeneia: There is a subtle trend in our society that tries to keep ordinary people from making music. We are supposed to shut up, then buy recordings or purchase concert tickets.

Other person: I disagree. It's not subtle.
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Look at the asinine reasons quoted in this thread:

A woman is the same as a hen.
It's unlucky.
It's wrong in church. (As if we would whistle during a service.)
Then there are the unpleasant off-color remarks. Jealous, are you?
    Can't whistle, can you?
And of course, nobody but celebrities is supposed to be Noticed.

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Speaking of being noticed, I just read a novel where a youth attended a family party. He had multiple piercings and had dyed his hair orange in the attempt to be noticed. Unfortunately, the older people regarded those things as attempts to be hostile, with the result that they looked right through him. So all he could do was lurk behind the pergola and smoke pot.

(This is my reading of the situation, not the author's. The author merely reported on the action.)