Your Show Does Not Need To Justify Itself
You do not need to justify the show, specifically as to why it's in an audio medium. Just tell the story.
In a lot of ADs there's the trope of finding old tapes or cassettes that some third party, acting often as a narrator, discovers and plays and studies etc. Sometimes this works because the writer uses the setting but often it's there because the writer seemingly doesn't know how to tell the story otherwise. Video Palace is a positive example, having the MC be proactive due to the tapes, whereas I would say Escaping Denver is a bad example. I'm only 5 episodes in but so far the character that lays out the recordings is there just to give their opinion. In any other storytelling medium you would just have a story and tell it. Or simply have a narrator, that's also fine. Wooden Overcoats has the best narrator ever btw.
And that's the other thing: Why are there recordings in your story in the first place? If they don't meaningfully play into the story, remove them from it. I did not like how Red Valley did it (not spoiling cause otherwise good show) but something like Wolf 359 or We're Alive are great examples. In Wolf 359 the recordings are the audio logs of a communications officer on a spaceship but the story is allowed to happen without bringing much attention to the fact that the spaceship records everything that's said. And in We're Alive the "recordings" are diary entries from the different characters for information compiling. The setting is there but it has very little or none to do with the story and never gets in the way of it. Imagine if television shows explained why there's a camera crew there. Game Of Thrones would have been much different that's for sure.
In short: Just tell your damn story.