I haven't played WotR so I cannot compare, but I will never say no to more interaction with and between the companions. I like your idea about specific enemy type voice lines, though I'm not sure if it's something they'll invest in at this point.

I have had my companions speak up about perception checks. Occasionally they say nothing, but overall it hasn't been an issue for me.

Also, perhaps you've already seen this, but Pjenn on tumblr / youtube has datamined that companions will have spoken lines in combat that change based on your relationship. That's not interaction between the companions, but something to look forward to nonetheless.

I'm hopeful that our companions become more interactive with each other later on as they spend more time together. I wonder if what we see now is just what they're allowing us to see and that the interactions will seem more complete in the final release.