When you select companions in a party by clicking on their portrait, they say something like "yes", "hmm" and whatnot. But when you select companions with a keyboard using 123456 keys they don't say anything. Meaning that their acknowledgement sounds do not play when you use hotkeys instead of a mouse.
Maybe It's not really a bug, but something that can be inconvenient, especially if you always use hotkeys like me and sometimes you press the wrong key and select wrong companion. And there's no way of knowing that beforehand, because they don't say anything.