Hey, this is interesting, I have the same problem too and it drives me mad but I never put it down to the V1.5 patch since I play the various SH's fairly sporadically.
I've got two installs of SH4, one is version 1.4 and the other is 1.5 and they both have all the approiate speech files yet I still have the bug.
Edit: Ooops...both are 1.5
....But i do definately have the files!