You set the "dialog volume" to 0% so you won't hear the HQ announcement anymore. But when the HQ is announcing something, you don't hear them (that part is OK) but the in-game volume is suddenly lowering without reason (if i deactivated the dialog, i don't want the game volume to lower on its own because HQ is making an announcement).
We can also hear the radio "schhhhh" announcing "depot here", "antenna there", which is annoying in the hear. (we don't hear the words which is intended by setting 0% dialog)
And i think the announcement made by the squad by accepting a task on map / objective list is not filtered also.