It plays because it was last played, and CarPlay automatically plays the last played item. So in other words, it's not a "Voice Memo problem" but a CarPlay feature.
But it can be fixed.
1. Open the Shortcut app
2. Select Automation in the bottom menu, tap "+" in the top right corner, or New Automation.
3. Select CarPlay from the list, check "Run Immediately" and tap Next
4. Select "New Blank Automation"
5. Search for: Pause, and select Play/Pause.
6. Tap Play/Pause, and select Pause, and tap Done.
Done. Now your iPhone will automatically pause media as soon as you connect to CarPlay.