Scammers are crafty assholes.
Your health insurance information may have been leaked. There’s been a ton of data leaks as of recent and it’s not unlikely that a list of health insurance providers and their customers are on the dark web somewhere and this is where they got that information about you.
Worse about these data leaks is that a lot of the ones being announced happened months ago, so it’s likely we still have some leaks that haven’t yet made it to the news to let people know their information is out there.
Getting your health data from the pharmacy may have just been the next step in their plan of getting to you to trick you into giving up money, or somehow using your information to do something illegal.
They did use the same voice actress as the video game on the Windows version, I can confirm. Or at least it was a very good imitation.
I was really hyped for Cortana on Windows and then that faded pretty quick. But I remember hearing her voice and thinking how cool that was.