Instead of triggering the voicelines for the embedded hero of the portrait being clicked, the voicelines for the parent lord are triggered instead.
In the screenshot, when I click Harold Hammerstorm or Prince Ograx, Archaon the Everchosen's voicelines are heard. No voiceline plays if they are clicked a second or third time - only when a new portrait is selected.

When the same heroes are not embedded, the correct voicelines are played.
This may be true across all factions and races and I suspect it is.