We present an experimental and theoretical study of the high-energy excitation spectra of a dipolar supersolid. Using Bragg spectroscopy, we study the scattering response of the system to a high-energy probe, enabling measurements of the dynamic structure factor. We experimentally observe a continuous reduction of the response when tuning the contact interaction from an ordinary Bose-Einstein condensate to a supersolid state. Yet the observed reduction is faster than the one theoretically predicted by the Bogoliubov-de-Gennes theory. Based on an intuitive semi-analytic model and real-time simulations, we primarily attribute such a discrepancy to the out-of-equilibrium phase dynamics, which although not affecting the system global coherence, reduces its response.