Whenever you receive an audio message and don’t want to play it through your speakers, here’s what you must do:

Simply tap the Play button on the message, then immediately hold your phone up to your ear.

WhatsApp will intelligently detect that your phone is up against your head, ( like you are making normal call) and switch to playing the message through your phone’s earpiece (like a call) instead of your speaker. It will even start the message from the beginning so you don’t miss any of it.