So - the way I got around this was by converting my audiobooks into MP3s (using OpenAudible) and then, transferring (through dragging and dropping) them into the Music Mac app.
OpenAudible takes a second to figure out, and honestly, it's easier to drag and drop your audiobook files straight into it, rather than attempting to connect your Audible account. When you do this, however, it creates a duplicate of your original audiobook formatted file in the OpenAudible folder, which temporarily takes up space. You can then set OpenAudible to automatically convert your files to MP3s...which creates a THIRD file (this time, in MP3 format), which you then drag and drop into the Music app (creating a FOURTH file).
After doing this, you can, then, delete the original audiobook file (in the iBooks library), the second file in the OpenAudible library, and the third file (the MP3 conversion) in the OpenAudible MP3 folder, because Music will automatically create a copy in its library.
Is this a needlessly cumbersome process?
Yes.
Yes, it is.
But, this is, sadly, probably the most convenient way to place AUDIO files into an app (and library) that is meant to play AUDIO files.
Books was never designed to serve as a media player and, as such, lacks a lot of the functionality that was present in iTunes. By converting your audiobooks into MP3s, you've got a lot more versatility - you can organize them into playlists (which was what I have done), modify their information under the 'Get Info' right-click option (which allows you to change the volume output and EQ settings), and edit author/artist names to better organize your collection.
When I first upgraded to Catalina, of all the various changes, the shunting of my meticulously curated audiobook playlists into the virtually worthless Books app sent me into a fiery rage (from which my cats are still shaken).
I hope this helps.