Well, of course, they are stored! That is the main idea behind session persistence and if I'm correct, a 32-bit mosquitto broker uses a huge disk space of storage, like at least more than 1 GB for sure.
And, the file being written to disk in the mosquitto.conf file autosave* and persistence* options is 'mosquitto.db' and you can control where it is being written. But, I hope you don't have abnormally large lengths in your messages! It is a common problem though, avoid doing that! And, it will still depend on factors like how many publishers or subscribers you have or your message rates. Also, the session persistence is also maintained in the same .db file so that its state just resumes upon the broker starting again or the subscriber coming online.