phone audio messages

I tested this on my iPhone 12 Pro iOS 15.1

1. Touch and hold the Audio Message
2. Tap on the displayed recording
3. Tap on Share Icon
4. Choose any of the options to share via, AirDrop, Messages, Email

The pic below is self-explanatory (on iPhone 12 Pro iOS 15.1)

This user has posted a process that may help you --> Where are iMessages Audio Files Saved? Oo… - Apple Community