Why do you think Orwell's voice as narrative is the only one readers hear? Is the absence of a dialogue a strength or weakness in "Shooting an Elephant"?

Orwell's essay, "Shooting an Elephant," is intended to represent the point of view of one person. It is arguable as to how far it is truly autobiographical, but the point Orwell is making relies upon the fact that we cannot know the experiences of other people, particularly if we have never ventured into the far-flung parts of the Empire. Orwell does not presume to speak for the oppressed Burmese people he witnessed when serving as a policeman in the country. In the same way, he is attempting to dissuade people at home from presuming they understand what it is like to feel like a "puppet" of an Empire which is thought so successful by people at home.
Orwell could have included a dialogue in the piece, but part of the strength of his writing is in conveying how isolated his speaker feels. The speaker does not feel able to engage in a dialogue with the Burmese people; he feels alienated, disempowered rather than powerful.

Arguably, Orwell chose to only include his own voice because he wanted to really highlight his point about the evil of imperialism. Specifically, that imperialism forces everybody, including the imperialist, to act in a certain way. Had Orwell included the voices of others, like the Burmese spectators, for example, there is a chance that the story would shift its area of focus and, therefore, detract from Orwell's central argument about imperialism.
The absence of additional dialogues is, therefore, a major strength of Orwell's story. Remember that this story isn't really a story about shooting an elephant. As Orwell himself admits, this incident is important because it taught him something about the nature of imperialism and that is why he chooses to relate it.
So the shooting of the elephant is, in fact, a metaphor for the evils of imperialism. Imperialism destroys the identities of imperialists and natives alike, just as Orwell had to literally destroy the elephant as part of his duties.
What we find, then, is that by only including his own dialogue, Orwell forces the reader to absorb his message without interference from other sources.

Orwell seems to have wanted to emphasize the internal conflict experienced by the narrator, who does not really want to shoot the elephant but feels compelled to do so to "avoid looking a fool." He wants to emphasize, at least in part, the ways in which the demands and logic of the empire forced people to act against their own moral compasses. By shooting the elephant, the narrator becomes what the Burmese people expect (and indeed demand) him to be—a violent killer. We realize, only because we view the incident through his eyes, that he does not ultimately want to act in this way, though he also freely acknowledges that he hates the Burmese people. At the same time, the narrator's perspective and lack of dialogue with the Burmese people causes us to see the colonial peoples as essentially faceless and one-dimensional. They are an angry, baying mob whom the narrator views with contempt and more than a little fear. It could be argued that the narrator's point of view fails to interrogate the complexities of empire by depriving the Burmese people of any individuality.