Honestly, if a user is that determined to get the data, they will. I believe the balance here is at what point will said hypothetical employee feel the gain to be had by obtaining the data is not worth the effort to get it. And how much effort you have to go through vs. what it is worth to the company.
If the audio will always be played back on your application, one simple layer of security would be to encrypt the files. Keeping it simple, you can use a symmetric key, store it in the application, and decrypt the file in memory before it is played (this way it's not stored in a temporary file the user could just grab). Sure a user with 3/4 of a brain could probably fish the key out of the executable, but frankly the sound is playing on their speakers and I'm sure they have a smartphone. They could just as easily record the output with Sound Recorder as it plays too.
Simply speaking, I believe a very minimum layer of technological security mixed with a binding confidentiality agreement should give you enough recourse. The security will keep the would-be-honest honest and deter the lazy, as well as giving you a leg up in proving the employee obtained the audio through nefarious means (i.e. it wasn't just "available for the taking").