Very much agree. I suppose some "on select" dialogue was cut from modern RPGs to "not break immersion", but I'd love to see it make a comeback. And of course all of the voice cues the OP mentions. This would go a long way to make it "feel" more BG, I think.
Would be great to hear "companion death reactions". Like how Xzar and Montaron were pleased to see each other kick the bucket. This could be used as a minor narrative tool, too, with the voiceline changing when the companions change the outlook on each other.