Hmmm. Not to argue, as I don't know for sure, but I think the process of extracting whey, drying it, and adding flavor to it involves high heat?
I doubt anything you've bought in a tub hasn't been heat processed.
Until now I never even considered the ramifications of denatured protein. (Ignorence WAS bliss).
http://en.wikipedia.org/wiki/Whey_protein Doesn't seem like to much damage occurs from the heat process.
Note: Every cooked egg has been denatured - yet still offers a host of nutritional values. http://en.wikipedia.org/wiki/Denaturation_(biochemistry)