Where are voice recording files stored in Catalina?

Transferring voice memos from iPhone to computer has been an issue for a while; seemingly, since iTunes -- later Music -- removed voice memos as a class of audio.

There is, as least in Catalina, the Voice Memos app. Great, but for one key thing: Where are the files, as you might want to save them off somewhere and as a batch, not one by one? If they are buried in iCloud, or the iPhone, or the Mac, they must be somewhere.