Hello kam1390,
It sounds as though you're wanting to sync Voice Memos to your Mac via Finder. Ensuring your Voice Memos are synced is very important. Finder no longer shows the option to sync Voice Memos. As updates are made there can be changes with apps and features. It would be recommended to provide feedback to Apple using the Product Feedback website.
If you want voice memos to save to your Mac with the current options available would be to sync via iCloud. Syncing is not the same as backing up your iPhone to iCloud. You can enable the sync settings in Settings > [your name] > iCloud on the iPhone. This will allow Voice Memos to update as a new memo is added, and appear across all your devices.
Have a great day!