Well, Blizzard is one of the few who did this fairly well. How many times did I listen to what they had to say, though? Once. Cute, but ultimately not a big deal. Imagine, however, if every time you did a diplomatic option in Civ that they started speaking. There are only so many diplomatic options and sayings now (pretty much one per possible response). They'd have to add a lot more possible options to make this worthwhile. (Plus modders will hate this as they'd need to record voices to make a good quality mod).