When you unlock an announcer voice in Sparring mode, do the following to put it as your system voice.
Unlock the voice
Go to Settings
Go to Game Settings
Go to Others
In the part that says "System Voice", move the cursor over until you see the desired voice.
I'm not really sure if Voice History makes a difference. Anyhow, that's how it's done. I warn you. Kasumi and Ayane's system voices don't sound as good as you might think. There's a REALLY heavy Japanese accent behind them. I prefer DJ, but that's just me. Enjoy.