Seems it's a known issue; SCU (sorry, not SCX) requires v 1.08, and applying the non-Steam v 1.08 patch seems to be a bad idea. I'm going to try doing it anyway and see if it screws the game up. Anyway, it seems the Steam/NCP version is patched to 1.08, but not in a way SCU recognises. Hence the problem. If anyone's got a workaround for it, pipe up!
Edit: Sooooo. The stock 1.08 patch knocks out the subcommand.exe file. So I can either have SCX without the voices, or vanilla SC with them, but for some reason, not both, it seems. Anyone else found this?