How to download music file from Messages on iPhone?

I have multiple audio files from messages that I would like to download onto my iPhone, however when I click save on the file nothing happens. Whenever I click on contact info and scroll down to the documents page, there is a button to "save to files" and when doing so it saves the file as "data" instead of an audio file. If anyone could help me that would be greatly appreciated.

[Re-Titled by Moderator]