Would I be sinful if I remain in a WhatsApp group with my friends who exchange insults, curses, and obscene language, despite my advising them and their refusal to stop?

Foulness and obscenity are not part of a Muslim's character. Allah does not love the foul and the one who speaks obscenities. You have done well by denouncing your friends, because it is obligatory upon a Muslim to denounce evil. As long as you denounce the forbidden things published in the group, and provided that the group is not predominantly publishing forbidden things, then there is no sin upon you for joining it.