Markers are part of the XMP standard and are stored in the file. So yes, it's comparable to EXIF. You should notice, that immediately when adding a marker, the file on the disk will be changed, meaning the change date of the file should update. At least that's true on Windows. I don't know what file system a Mac uses and if that's behaving differently.
In the case of AIFF files (and probably any other file), the XMP data section is written at the end of the file. You find the markers in the XML element xmpDM:markers.
An entry for 1 marker in the marker section can look like this:
<rdf:li rdf:parseType="Resource">
<xmpDM:startTime>839040</xmpDM:startTime>
<xmpDM:comment>Test Comment</xmpDM:comment>
<xmpDM:name>Test Name</xmpDM:name>
<xmpDM:guid>8e5a3759-fe4a-4804-91e1-956c5dfc47f0</xmpDM:guid>
<xmpDM:cuePointParams>
<rdf:Seq>
<rdf:li rdf:parseType="Resource">
<xmpDM:key>marker_guid</xmpDM:key>
<xmpDM:value>8e5a3759-fe4a-4804-91e1-956c5dfc47f0</xmpDM:value>
</rdf:li>
<rdf:li rdf:parseType="Resource">
<xmpDM:key>keywordExtDVAv1_90c13ac7-d433-487b-a9bb-da6330736178</xmpDM:key>
<xmpDM:value>{"color":4292277273,"index":0,"name":"","payload":""}</xmpDM:value>
</rdf:li>
</rdf:Seq>
</xmpDM:cuePointParams>
</rdf:li>
Since the file is mostly binary you may need a special editor that shows you the last part of the file which is human readable text, if you want to see that. On Windows I've used WinMerge. I don't know what can be used on a Mac.
P.S:
This only works with the preference "Write clip markers to XMP" enabled:
