As far as I know, you can't have party members talk to each other . If you take control of a party member to speak to another, the conversation with that character will indeed default to the MC. But I hardly ever even tried, so I may be very wrong.
I personally don't like choosing dialog options for characters that are not the MC. I don't like having the option to make them act out of character and I hate when I'm forced into a conversation through a party member just be cause he/she happened to be the closest to whoever wanted to talk to us (it happens to me all the time with Flind the gnoll and Rugan). In those cases I'd rather have the option to try to persuade/intimidate the other party member to do what I want rather than choose for them.
I do agree that you should be able to take advantage of Gale's proficiency in magic during a conversation with a mage, but it should be Gale to butt into the convo between the NPC and the MC, not the other way round. It would also be great if during conversations we were given the option to ask companions for help when they are better at something, but it should all happen through the MC, not bypassing them.