In this case, you're not able to keep a connection open because the WHOIS protocol does not allow it. HTTP, on the other hand, has a "KeepAlive" feature which allows the socket to remain open for other transmissions.

You may also want to look into the RWHOIS protocol, which is supposed to be replacing the old, and very tired WHOIS. If any functional improvements are to be made, this is where they will occur.