Have you tried it with uncompressed audio? Have all the times when your dog could recognize your voice also been times when you were within smelling range?

It's pretty hard to avoid uncompressed audio. Even if it's PCM, there's almost always a lowpass filter, either explicitly in the input/output processing, by the sampling rate, or from the physical limits of the mic and speaker.

Everything is tuned for human audible range, so dogs will miss out on the higher frequency stuff. Humans did ok with POTS@8kHz with a 300-3400Hz band pass filter though. The internet says dog hearing goes up to ~ 60 kHz; most audio equipment tuned for humans won't go anywhere near that, but probably cleanly carying high frequency up to the limit of the equipment would be better than psychoacoustic compression tuned for humans.