I am not able to reproduce your errors, and when I use
node_modules/MathJax-demos-node/speech/mml2svg --dist file.html
produces the expected output.
The error message suggests that the speech-rule engine is not able to locate its locale files, and it may be that the file paths aren't being set correctly for Windows (e.g., using "/" rather than "\", or not interpreting "C:" properly). I'm not running on Windows, so haven't been able to test that.
That's the only think I can think of that might be the issue.
Davide