HELP: Saving wrong audios when exporting

“I uploaded 2 files of an interview in .wav format and joined them to make a single audio file. I edited and saved the project as usual in Audacity, and everything was fine up to that point. When I try to export, I select .MP3, but it saves two files instead, meaning it separates the two audios I uploaded, joined, and edited, and saves them as .aup3-shm and .aup3-wal. I need to know how I can save the complete audio in MP3, I don’t know what’s happening.”

Try to process and get one single file first (Ctrl+A, then Track → Mix → Mix and Render), and then export it as an mp3