There was an idea for bookmarks in audio books. Sadly it was closed, because one half of the idea (save the position in podcasts) has been implemented, even though nearly all of the 30 pages was about people wanting this for audio books.
As the moderator posted "If you'd like to see the same behaviour for audio books, we'd recommend making a new Community Idea for this.", so this is it.
There are many other audio book bookmarks requests, but they were all closed as duplicates because of the now closed idea.
On another topic - if you'd appreciate more choice on caching and saving on mobile data, please check this idea out.