Probably because some verb forms are favoured over others and μιλώ is one of the latter! :) It is correct though, you're right.
I have been taught that "Εγώ" is being used here for emphasis, as in "Me, I am speaking".
Can someone help me with the pronunciation of "Αγγλικά" please?
I can't tell from the audio if it's "Agglicka" (hard G) or "Anglicka"
Both are possible. I'd go for /ŋg/ myself, i.e. the "-ng-" sound as in "finger", i.e. you hear both an "ng" sound and a "g" sound.
I would say the nasal "ng" sound is more official (it was already the way γγ was pronounced in classical Greek, and it's usually the sound given in modern textbooks), but the simple "g" sound can be heard as well and seems to be considered correct by Greek people. In another course (Pimsleur) I could hear the speaker clearly says [aglika] with no nasal sound.
No difference in meaning.
μιλάω is a bit more colloquial and μιλώ a bit more formal, I'd say.