No spoken Siri feedback with Shortcuts actions
Shortcuts allows for this, but not with the default Siri voice.

In order to add speech into your Shortcut, you need to add two objects into your script.

First: "Text".
Second: "Speak Text".

The following screenshot should help. Alter the contents of the Text box to your liking, and tweak the language, speed and rate to your liking in Speak Text. Hope this helps!