It has been confirmed that the localized version of Fire Emblem Warriors will not support dual audio.

According to Derrick Bitner who has early access to the game on Nintendo Switch, a dual audio option is nowhere to be found. So if you want to listen to Japanese voice acting, you’ll need to change your system language to Japanese, which will also end up changing every single text in the game to Japanese.

Given that Nintendo added dual audio in a late update to The Legend of Zelda: Breath of the Wild, perhaps Koei Tecmo may consider implementing it in the future.