"My fault", I knew little this game (Psycho Soldier)... I watched the related video and I must say that it uses a lot of vocal synthesis samples for a game of 1986!
PS: IIRC Stern Electronics' Berzerk (1980) should be the first arcade-game with "rudimentary" vocal synthesis effects.
"ERRATA CORRIGE": I did a little checking on the web and I discovered that the first arcade-game to use the vocal synthesis effects was Stratovox (a fixed shoot'em up made by Sun Electronics - Taito, 1980), Berzerk was created some months later...