This is a know bug that did not exist in the beginning. It was introduced several sim updates ago. When the mouse is interacting with any game panel (also just hovering the mouse over them), external commands are not reaching the sim. At one point it was even that bad that the input of hardware rudders and throtlles was not recognised when the mouse was interacting with a panel. The latter problem has been solved but voice-attack still has a problem.
My solution is to assign a hardware button to toggle the ATC panel, lookup wich number you need to select, close the panel and speak the command. Works a bit like real life where you need to push a button before starting to transmit on the radio… For reponding with “roger” or “copy” you don’t need to lookup. It’s always number 1.