Yeah, I don't think you can do that yet. You could set up a set of different replies in a list and then pick from the list, but I don't think you can have a "conversation" with Siri (yet).
Right, that's what I was saying. This thread title was "What do you want Siri Shortcuts to be able to do?" and that's what I want, but it's just not possible right now. Basically I just want to be able to control what Siri says in response to certain things I say. Like if I say "Turn on the bedroom lights" maybe I want Siri to respond with "Aye aye, captain!" instead of "Your scene is set" every time I say it. Or whatever. I have no doubt it will eventually happen, but probably not for a few years.