In any case, I also don't think you can really give dialogue to SSE, since half the characters simply don't or cant talk. It would be awkward if say...Ike was trying to figure out what Link is doing, if Ike can talk, and Link can't.
Thinking about it, although there are never voice overs or anything, people who speak to Link and such seem to understand what's going on. Dialogue isn't too out there, just weird for Smash Bros.
Characters in Smash Bros that have a confirmed history of talking:
Mario (voice over sometimes, commercials/advertisements and events have had Mario talk)
Luigi (voice over sometimes, script)
Peach (voice over sometimes, script)
Ike (voice over)
Marth (script, Voice over in Smash)
Roy (script, Voice ovcer in Smash)
Fox (voice over)
Falco (voice over)
Wolf (voice over)
Pokemon Trainer (the Trainer you play never talks in game, but PT does in Smash)
Pit (one line of script "I'm done for!" when he dies, voice over in Smash)
Meta Knight (didn't in game, anime, voice over Smash)
Zamus/Samus (Zamus talks in Brawl with voice over while Samus's thoughts and log are heard throughout series)
Lucario (doesn't in game, anime, voice over in Brawl)
Mewtwo (doesn't in game, voice over in Japanese language option for Melee, does in anime)
Captain Falcon (voice over, although his F-Zero GX english voice sucks, does in anime)
King Dedede (doesn't in game, does in anime)
Sonic (voice over from Sonic Adventure games, anime)
Solid Snake (voice over from Metal Gear Solid games)
Characters that could have speaking roles due to game:
Zelda (no voice over in game, talks with script)
Ganondorf (no voice over in game, talks with script)
Dr. Mario (considering Mario, he could)
Sheik (no voice over in game, talks with script)
Olimar (no voice over in game, talks with script)
Bowser (roars and growls for sound effects, talks with script)
Yoshi (god knows how they get those sound effects, sometimes talks with script)
Wario (no voice over in game, does say one liners and following Mario and Luigi it is possible he could get dialogue)
Donkey Kong (monkey sound effects, talks with script)
Diddy Kong (monkey sound effects, talks with script)
Lucas (no voice over, few lines of dialogue in Mother 3 in prologue chapter. Never speaks when you control him, however.)
Characters that have no speaking roles:
Link
Ness
Ice Climbers
Toon Link
Young Link
Jigglypuff
Pikachu
Squirtle, Ivysaur, Charizard
Mr. Game & Watch
Pichu
R.O.B.
Even though the odds are against dialogue ever becoming big in Adventure Mode, I'm surprised by how much actually spoke when you think about it.
If the game goes 3-d,Game and Watch will cease to exist.
That's what they said when Mr. Game & Watch wasn't confirmed months after the release of SSE on the Dojo :/