That assumption is not clearly a fact, and likely they did not do so intentionally. Some metadata possibly went to servers hosted in China and there is potential that services Clubhouse built on could be tapped by the PRC to archive the actual audio, but again no proof
https://blog.malwarebytes.com/awareness/2021/02/clubhouse-un...
https://cyber.fsi.stanford.edu/io/news/clubhouse-china