You can't save the Memories slideshow. Since it uses the slideshow features in Photos just create an album from the images you put in the memory and create your own slideshow. That one can be exported out as a video file. Memory movies are a feature of Photos iOS.
How do I enable slideshow on my iPhone?
Select two or more photos from your photos by using the "Select" button at the top right-hand corner.
- After selecting your photos, tap the share icon at the bottom. ...
- Press the Slideshow icon. ...
- To customize your slideshow, click Options. ...
- The slideshow menu allows you to customize the slideshow.
How do I save a memory slideshow?
While the slideshow is playing you can tap the screen to bring up a set of options, including a sharing icon at the bottom-left of the slideshow playback. After tapping this sharing button, you can choose the “Save Video” option to save the slideshow as a video in the Photos app.