I do not use dictation, but decided to hit WinKey+H just for the fun of it. I get an unusual banner notification across the top of the screen, not a pop-out from the lower right that later shows up in the action center if you ignore it, saying, "To use dictation, go to Settings and turn on speech services."
This is slightly misleading, as you'd think that they were referring to the Time & Language settings, Speech pane, but what is really being made reference to is Privacy settings, Speech, Inking, & Typing Pane, "Getting to know you" section at the top.
Since I wish to use neither the PDA aspects of Cortana nor speech dictation I have not allowed the "Getting to know you" feature to be enabled since the first day I started using Windows 10.
You might want to double check the Speech, Inking, & Typing pane.
Brian - Windows 10 Home, 64-Bit, Version 1803, Build 17134
Explanations exist; they have existed for all time; there is always a well-known solution to every human problem — neat, plausible, and wrong.
~ H.L. Mencken, AKA The Sage of Baltimore