Mine too. When she was a baby we lived with 4 adults so someone would eventually notice and let her out. When we moved and it was just the two of us, she continued to do it. They think they are Jedi.
One of my three recognizes and responds to my voice over video chat, she even performs cues given to her over chat. The other two will investigate but lose interest quickly. That either means they don’t recognize my voice or find me boring when I’m not able to pass out cookies.
Update: I’m definitely going with “depression”. We returned this evening and Gunner the Great Dane was overjoyed at my return. I can only describe his reaction at seeing me again as batshit crazy. But more to the point, our daughter stayed home with the animals and she reported that while we were gone Gunner was listless and flat out refused to eat for the three days we were gone. (The only thing Gunner loves more than me is eating) After the joyous greeting the first thing he did was walk over to his food bowl and down every last piece of his food. When I leave there is certainly a major personality change in him. So much so that I have serious reservations about leaving him again, although I have to say I really enjoy his display of affection when I return. If there is one thing I’m absolutely positive of in this world is that Gunner the Great Dane loves me more than any human ever has or ever will. God knows my life is better with him here.
In fairness, if you had left for a few weeks longer, he’d be as absolutely devoted to his new caretaker as he is to you. Such fickle beasts…
You might be right, but damn … I’ll have to start calling you Captain Buzzkill. 
I think different dogs vary in their ability to interpret televised images and electronically produced sounds (or maybe they have different levels of interest). We have two dogs in the family and one never ever reacts to the TV or the computer speakers, but the other does so quite regularly. I think it varies.
edited to add: at least one scientific study has shown sheep respond to photos of other sheep.
I have a particularly bright dog who has been trained for many tasks, has a large “vocabulary” of commands, and has been through service-dog training. She can definitely do a variety of voice-only commands and can recognize different identities of voices. She is able to do most commands out of sight around blind corners as well so she doesn’t need eye-contact or line of sight to us when giving commands.
Now the fun part…I have successfully given commands to her over our phone answering machine speaker. She doesn’t react to other callers leaving messages, but she was easily able to recognize my voice and follow my commands from my message (we tested via sneaky spying through the windows).
Another random fun bit. The fidelity on the Skyrim game on our XBox is good enough that she recognizes the little ambient foxes in the game as dog-like animals. She’ll climb up in front of the TV excitedly watching as we chase the little foxes around in the game. It seems clear that she doesn’t think that they are “real” animals, but has fun watching us chase them around. She hates the werewolves, though. During the in-game loading screen of the large werewolf, she will bristle and growl at the TV.
Our second dog, who we’ve tried the same level of training with, is also quite smart but falls completely in the “just doesn’t care” category of observing the human world, so it’s impossible to say if he’s actively processing human speech or identities.