Indeed, I think it's mostly practical reasons. First you need to recruit enough voice actors (1 for the player/briefing, at least 2 for a dialogue between NPCs), and ideally they should sound similar to one of the existing vocal sets. Usually you get multiple takes, among which you need to pick the best for each line (or ask for more takes if none of them hit the mark) and then edit & split up the recording into individual files for each line. Then each file needs to be setup as a sound shader, and each sound shader needs to be referenced by name in the conversation editor. And of course you need an idea for what should be said in the first place. A lot of steps/hurdles on top of all the other mapping work, but I agree that it does add much to the immersion and storytelling.
Missions which have voiced lines, off the top of my head:
The Painter's Wife, aka the Bikerdude/Shadowhide city FM, which has re-entered beta a couple days ago, has been upgraded with a lot of voiceovers and a voiced briefing recently.
Basically all Goldwell missions, no doubt aided by the fact he's a talented voice actor himself with good contacts in the Thief FM voice acting scene.
Volta missions
I used several scripted dialogues in Down by the Riverside. I didn't use them in One Step Too Far, my first FM, because I had enough on my hands with learning the editor, nor in Perilous Refuge, my third FM, because that was intended as a less labour-intensive release while I continue working on other more ambitious projects.