Hey,
In case someone else is looking for a solution for this problem, I managed to figure this one out. My setup is Windows 11 24H2.
Do everything that Dave posted. If you installed the enhanced speech recognition pack - don't worry about it.
In your Windows search, type in "Text to Speech"
Click the oldest looking icon
On Speech Recognition tab, click "Train Profile..."
You can finish the training if you want, but it doesn't really matter. Now that this training was launched, you can go back to the P2A Language Trainer and launch the training with no issues. 😄