.say command sends a message directly to the chat, even if that message starts with a dot.
Especially when using Wurst to cheat in PVP games, you might get into a situation where an admin will ask you to proof that you are not cheating by typing something like
... into the chat.
If you were to type
.legit directly into the chat while using Wurst, you would just get an error saying that
.legit is not a valid Wurst command. The
.legit message would not make it into the chat and would not be seen by the admin that asked you to send it.
But if you instead type
.say .legit, everything after
.say will make it into the chat and will be seen by others. So you can simply type
.say .legit to send
.say .help to send
.say ... to send
..., and so on.