Well I got an answer from Amazon, first I got an email asking me to reinstall the iPad app, which I had already done, it made no difference.
Then I used the call back support feature, which worked well I got a call back right away. When I explained my problem, they sent me to Canada support which could not help me at all, so I got sent back to US support.
They confirmed that certain features that require a connection to a phone number, like Drop In and Conversation are not enabled on the iPad app, just on iPhone and Android phones. Which makes sense to me. Although note, my iPad is Cellular enabled and I can make calls from it now, but it connects to my iPhone first to make the call, but to be fair it does not have a separate phone number.
When I suggested that the Your Voice feature is not directly related to calling just setting up the training for the Echo to recognize one users voice, they reiterated that it is still related to calling someone so it was not enabled on the iPad.
I personally think it is just confusing and frustrating, I think I should be able to set up anything from my iPad since I also have a phone but at least I have the answer.