If you create a new profile, then create a single command containing a "Say Something with Text-To-Speech" action, save the command using "OK", save the profile using "Done", then execute that command while the game is fullscreen, does the same issue seem to occur?
If it does, and you change the "Voice" option of that action to use a voice that comes with Windows, E.G. "Microsoft Zira Desktop", does the issue still occur then?