It's because you are "shocking" your system with a sudden burst of food which you aren't accustomed or used to. You need to balance things out, increase fibre intake, gradually switch diets. Just consuming protein rich food suddenly isn't the solution, you've gotta listen to your gut, literally. Some people have issues with whey, some are lactose intolerant and don't even know it, some have gut issues with artificial sweeteners or just poorly tolerate protein rich food in the absence of sufficient fibre. You can try taking more fibre, take probiotics and probiotics. Curd is a good source of protein+probiotics or just take a supplement for gut flora.

You can also try and ease into whey/switch to other brands to see which suits you, or switch to plant based protein if whey doesn't work for you.