大模型预测对话下一步能力弱，因缺乏多模态线索与主动预判机制。

We explore the use of large language models (LLMs) for next-utterance anticipation in human dialogue. Despite recent advances in LLMs demonstrating their ability to engage in natural conversations with users, we show that even leading models surprisingly struggle to anticipate a human speaker's next utterance. Instead, humans can readily anticipate forthcoming utterances based on multi-modal cues -- such as gestures, gaze, and emotional tone -- from the context. To systematically examine this gap, we propose SayNext-Bench, a benchmark evaluating MLLMs on anticipating context-conditioned responses across diverse real-world scenarios. To support it, we build SayNext-PC, a large-scale multimodal dialogue dataset, and carefully design a multi-level evaluation framework spanning lexical similarity, emotion-intention consistency, and LLM-based overall alignment. Building on this, we develop SayNext-Chat, a cognitively inspired dual-route MLLM that incorporates learnable priming tokens to fuse perceptual cues with anticipatory priors. Extensive experiments demonstrate that SayNext-Chat consistently outperforms state-of-the-art MLLMs across all evaluation levels, corroborated by user studies and LLM-as-Judge evaluations. Our results emphasize the (i) indispensable role of multimodal cues and (ii) active anticipatory processing as foundations of natural human interaction currently missing in MLLMs.