Update:
I realized that I have not installed the optional 21H2 update. After removing the security blockage and installing the security patch and then 21H2 Voice recognition worked for me for an older version of a program, but not for the latest test version. I can setup speech recognition in the control panel without getting any errors and fully working for Cortana and the Control Panel Speech Recognition, but going to Settings-> Time&language->Speech I am getting the error message 80004003 when I click "Get Started" under the Microphone heading. It looks like something got fixed with 21H2, but something is still left.