There is a delay in the audio out from Dot to speaker. It has nothing to do with the Dot, as output is instantaneous under a normal setup. What are the RCA left and right channel outputs plugged into? Is it a stereo amp or powered speakers?
A normal setup is the RCA plugs go into an aux in of a stereo amp so output of Dot can be heard on the stereo's speakers. No delay.
I am presuming the Dot output is plugged into self-powered speakers, and if so, this is where the delay originates, because until an audio input signal is detected by the speakers, there is a momentary delay of speaker output until power is applied that cuts off the beginning of Alexa comments.
Others have also tried what you are doing and have the same delay problem, and it is just the way it is; there is no "solution" other than to live with it, or not set up the Dot this way
It may work if you wake up the speaker system by asking "Alexa, hello?" and after you hear the response then ask your question to Alexa.