Hello,
Apologies if this is a common question, but I am experimenting with the example project and I set my speech style to "Sierra With Background" and it appears to be making absolutely no difference. It seems to be doing Lucas arts style regardless of what I pick. I have my say function as default.
Did you assign a SpeechView to the character? Because I can reproduce this and can confirm that without a SpeechView it simply reverts to LucasArts style.
Open cEgo in the editor and enter a 1 as the SpeechView, then test it again. You should see Roger walk in the top left corner now, next to a text box.