In terms of changes, that has been merely 10,000 years, and we do not expect much. However, we have seen very large changes. Most clearly in domesticated animals. For example look at dog and plant breeds. Cabbage, broccoli, kale, brussel sprouts, and more all come from the same plant that was selectively breeded.
In terms of intermediate forms that parallel whale evolution, there are several animals on the continuum. Sea lions, seals, walruses, hippos, beavers, otters…they all have features that make them look like they are half way between a land animal and eventually becoming something like a whale (if it wasn’t that whales were already occupying that niche). The have several parts the intermediate features that are supposedly required to evolve in one fell swoop. For example, Hippos have internal testes, but seals have semi-external testes with no scrotum. If whales were to all die off, and there a large number of sea niches available, who knows, maybe in 4 million years there would be seal-like whales in the ocean.
Also, it is important to keep in perspective what we mean by “whales” appeared in just 8 million years. Those whales were very different than the whales we see today. There were no blue whales, for example, because baleen had not appeared yet. It is not as if these early whales were the same as whales we see today. I am pretty sure that some of them, for example, had external legs still.
Moreover, the starting point was not a prototypical land animal (e.g. a dog), but something closer to a carnivorous hippo, that had a very whale like head. So it is not as far of a leap as you are envisioning. A better analogy would be, as I put forward a moment ago, a seal evolving into a more aquatic form.