WHO had not issued an order saying that autopsy should not be performed on COVID-19 cases, but Italy's Ministry of Health urged against the practice.
WHO released the safety measure for COVID-19 on safety measures for managing bodies on March 24, 2020. These guidelines did not state that countries should not perform post-mortems on people who died from COVID-19.
On February 20, 2020, the first Italian COVID-19 patient was registered in Lombardy. Since the beginning of the pandemic, the Italian Society of Surgical Pathology and Cytology board recognized the urgency to provide national recommendations regarding post-mortem studies. They had performed post-mortems on patients who had died of the COVID-19 based on the Italian Ministry of Health's notification, which recommended against performing autopsies on patients who had died due to the disease. (Ref: 1st point on page 4)
The COVID-19 pandemic has given rise to a lot of potentially dangerous misinformation. For reliable advice on COVID-19 including symptoms, prevention and available treatment, please refer to the World Health Organisation or your national healthcare authority.