For anyone dealing with an issue where no dialog is being printed even though you set an API Key, I had to setup a payment method under the billing section of OpenAI before it would actually work.
The trick to getting the text to speech working was to first copy/paste both the Azure Speech key and region of course. But then also actually restart the game after adding those. Didn't work while the game was already running.
Yandere AI Girlfriend Simulator ~ With You Til The End 世界尽头与可爱猫娘 ~ 病娇AI女友 Powered by ChatGPT » Comments
This website will show how to get the API Key: https://www.onmsft.com/how-to/how-to-get-an-openai-api-key/
Then download the game from this itch.io page. When you run it there will be an option on the main menu to copy/paste the API key into the game. If no dialog is generated you'll need to add a billing option under your account in the openai site.
I hope that helps!