Fans of clubs like Napoli and Atléti (and many others) use whistles in every big game to whistle when the opposition has possession.
That deafening noise made in some grounds is not just from fans whistling with their mouths, hundreds/thousands take in actual whistles to add to that noise.
Lads on here have already said they have used whistles in recent years to add more noise to our boos and whistles whenever the opposition has the ball.
UEFA won’t do anything about it, it won’t damage the club at all, and it won’t be embarrassing in any way whatsoever.
Once the jingle has been boo’d and whistled, that will be forgotten about, and it will all be about putting as much pressure on Madrid as possible with boos and whistles every time they have possession.