While Windows Phone 8.1 users have had Cortana (in Alpha) for a while, it wasn't available for Windows Insiders in the region on Windows 10 Mobile preview builds. We only had the refreshed Bing experience.
That has changed now. Cortana is now available on the build number 10581 that was released last week to members of the Windows Insider Program, who have signed up to get updates in the Fast Ring (see our hands-on video below). Also, you don't need to alter any Speech or Region settings to enable the functionality.
In the past few weeks, Cortana on Windows Phone 8.1 has been upping the game in India. There's a lot of Bollywood and local culture elements inculcated and with Cortana on Windows 10 Mobile now, the team behind the digital assistant might be working overtime to bring Cortana to Windows 10 PCs as part of the Windows 10 Fall update expected to launch next week.
Thanks, @niththomas on Twitter for the tip!