One significant negative of audiobooks is that I tend to listen while doing "active but mindless" activities (mowing the lawn, commuting, cleaning my office, doing dishes/chores) which means I'm not in a position to stop and take notes in the margin or in a notebook. To really absorb a work and make it your own I think you need to take notes and summarize the main points of each chapter, in your own words, after finishing each chapter.
That said, listening-only is far better than having no exposure to these great works. Would I would love even more is to have commentaries or Joe-Rogan-Style recorded discussions about the books by academics so I could read the book, listen to discussions about the book, then read the book again with these critiques in mind.