That depends entirely on the setting, input methods, perspective and of course on the style choices. You can have all combinations, neither is better or worse.
Do you mean games where the other characters have voice, as in audio? Because even in, for example rpg and vn, you usually see the text the protagonist is supposed to say, but they are seldom voiced. In that case a non-existent voice is slightly better, because who wants to hear again, what they just read from multiple choice and selected (unless the selection is not the full text, but only a direction). Sure, it helps for immersion, if there is no talking, and best, no outside view of the protagonist. The blander the protagonist, the easier. People even claim, that the heroine of those Twilight Books is so ultra bland and featureless, because the target audience can then better imagine themselve as the protagonist.
In contrast, look at point&click adventures. There the char typically does endless talking, often breaking the 4th wall.
I would make a scale with arcade games on one side and movie like rpg on the other. The less rpg and the more "dexterity" based, the less you need audio from your toon. But even Mario speaks. A little bit. The more rpg and movie like the game gets, the more you would expect talking. Especially if there is dialogue between protagonist and npcs. Though usually it is budget that makes the protagonist silent and not style choice.
If I look at Portal or Bioshock, there is lots of talking, but not by the protagonist. Maybe some grunts of pain or such. But it fits, because there usually is no one to talk to. And for a vn, voicing a story in ego perspective is risky. Players might not like your casting choice of va.
tl;dr Depends on the game.