I noticed when I installed it, it displayed and give me an option to link with "touch-less control" (the service that supports voice commands on my Android). Not sure what that means. I thought it might give me voice control, but so far no luck. Or perhaps it allowed voice control to manipulate MS Health.
I doubt if it's difficult to route the audio to the phone - the trick may be in picking up a response and getting it back to the display. Without that, it would seem to me that the feature would be pretty useless.