I don’t know when it broke, but now I don’t get the “Sorry, I don’t understand” to be spoken when using the Assist chat mode (the answer is in red background).
However, if I go to Voice Assist debugging pane, and try a voice chat, it does TTS the answer as expected. If I look at the journal for the past utterance, it also has the TTS generated (just that it doesn’t appear in the “standard” Assist chat).
To auto answer myself, I think the issue is linked with the TTS utterance cache that’s missing the audio file. I’ve cleaned the TTS cache (in Settings / Developers / Trigger Action (or service call, I don’t remember) and selected “clear TTS cache” and I’m not able to reproduce. I don’t know why it would have lost the TTS utterance at first.