Seems like the same thing happens when I define a variable in the Rules machine.
When the variable text includes SSML, they seem to just get deleted when I save the variable.
When I use the variable in an speech action, the text (excluding the SSML) gets spoken, but the tags aren't used.
For example, the entry box for the (local) variable looks like this:
The name of the variable is Matthew.
The UI then displays the variable value as "Hello" (no SSML shown).
When the rule action,
Speak on Echo - Family: '%Matthew%
I just hear "Hello", in the default voice.
I did get the Matthew voice in the EchoSpeaks app to work.