
-Pepe
Inspect the Dialogue Manager GameObject. Make sure Display Settings > Camera & Cutscene Settings > Default Player Sequence is blank. My guess is that it's playing a default sequence such as "Delay({{end}})". If it's blank and Subtitle Settings > Show PC Subtitles During Line is UNticked, then it will disappear immediately after pressing. If that doesn't do it, check the Console window for errors or warnings.
Inspect the Dialogue Manager. Set Subtitle Settings > Min Subtitle Seconds to 0 and Subtitle Chars Per Second to the same value as the dialogue UI's Subtitle Text > Unity UI Typewriter Effect (or TextMesh Pro Typewriter Effect) > Characters Per Second. By default, the value is 50.