While I like Calyrex I'm kind of of the opposite mind: I think the Pokemon (Legendaries especially) work better as Pokemon characters when they don't speak Human languages. Calyrex has some funny lines but it's rather stoic (which may be in part due to its character or TPC's unimpressive animation standards for cutscenes) and its role feels like it could have been replaced with a human who knew the legend and simply helps the rider get its mount back.
I actually liked this because it not only made sense with Calyrex being a Psychic-type and all, but because before it regained its power it wasn't fully using telepathy but rather it was using and possessing Peony as a device to speak to us with. It was really funny seeing the fun and energetic Peony constantly be used by Calyrex and the realization that the poor dude was basically being carried around unconscious so that Calyrex could talk through him.
I felt kinda bad for Peony as it went on, the dude had to get possessed constantly and almost every time just when he was able to go back to his own life Calyrex would come back and possess him again. The idea that Calyrex's first impression of Peony was "ah yes, this man is a perfect vessel to serve as my means of talking to humans" and Peony would have to get possessed again and again as though Calyrex constantly needed his assistance was oddly hilarious.