How can I keep Voice Memos out of Music in iTunes?
I agree also that this is an inconvenience, and it is annoying. 
Some other ways you can resolve the issue is by highlighting all of you voice memos in the entire library (easy to do if you have your library sorted by genre), right click to 'get info', go to the options tabs and check the option 'skip when shuffling' and everything that is highlighted can be still checked and they will never play unless you manually select them.

Also under that same options tab, there's a drop-down under 'Media kind' and if you select 'audio book' instead of voice memo (or music), they will no longer appear in your main library, and will instead appear under the audio books library.
Hope this helps.