Your discs are weird, all the loc-mis files containing speech and mp3 files are split between discs 2 & 3 on the versions I know of.
Did you load up a save game from after you've found the encounter and then gone back? If so try loading up a save from before you get the encounter, it should work then.
The other merchants use different speech files, if they installed correctly then you wouldn't have any problems with them.
The game is definately bugged, but then that seems to be the normal state of affairs for the industry these days.