In fact it’s frankly working perfectly. But if you tell Siri to “set to [low|medium|high]” those numbers are different than what the HomeKit integration has configured and so the speeds aren’t all available via voice. They work fine via the slider, though in overly chunky steps. I think adjusting the steps in the integration would solve both problems at once.
FWIW, it seems to me that when I say:
“Siri, set to Low” - it sets it to 35 (which is above 20, therefore actually Medium) - debug log sees a set action of “medium-low”
“Siri, set to Medium” - it sets it to 66 (which is above 20 but below 60, therefore Medium 
) - debug log sees a set action of “medium”
“Siri, set to High” - it sets it to “on” which doesn’t seem to have any direct impact on the speed? Seems odd but that’s what I can observe. Debug log sees a set speed(on)
Edit: Weirdly the way Siri interprets “low, medium, high” seems to vary a bit. That’s annoying.
