As a non-native speaker I encounter this phrase from time to time (in podcasts and such) and I’d like to understand the use (beside the literal meaning which is obvious).
Why would you say that? or sometimes Why do you say that?
To me, that sounds almost rude, like rebuking the questioner. However, the context usually leads me to conclude that this sentence is to be understood neutrally, in the sense of “I am interested in the background of the question”.
How should the sentence usually be used? Or does it depend solely on the tone the phrase is used?
It depends on the context and the tone. If I were to speak to someone about one of their hobbies in a lighthearted discussion and said, “Why do you say that?” It would just mean, “What do you mean, can you explain more?”
If it’s a heavy topic like a patient talking to a psychiatrist and the patient says something only to get the response, “Why do you say that?” Well, it would make the patient defensive.
Tone accounts for most of that I suppose. When the tone goes down at the end, things are serious and it could make someone feel like they are being interrogated by the question. Tone goes up, it is a friendly request for more information to help understanding.