Only the one sprite speaks because it's the only one with a SAY in its script. What you need to do is make a when I start as a clone script and put the SAY in that.
To make the animation work right, I think you have to have all the clones except the two nearest to where the user clicks just slide offstage. The two neighbors slide to the edges of the stage, but they drop clones of themselves at the StageDecimals positions (including their starting positions).