Much of writing is about making your writing invisible and the reading effortless.
For example, many books are printed in a common font that people are used to (and therefore don't notice) and that facilitates easy reading.
In the same way, most writers of popular fiction employ a style and use words that people are used to and that they find easy to understand.
Part of this simple to read (but difficult to write) style is using conventional dialog markers:
"Said" is a convention so firmly established that readers for the most part do not even see it. This helps to make the dialogue realistic by keeping its superstructure invisible. – Sandra Newman & Mark Mittelmark, How to Not Write a Book
Now you might ask, but why should writing be largely invisible? Isn't it one of the most important rules of writing to paint a rich and fascinating world for your readers? No, the most important rule of writing is the exact opposite. That rule is: Don't stifle the imagination of your readers.
I'll use an example. Suppose you think a Ferrari is the best car out there, so you write a character who's obsessed with his Ferrari, and since you love Ferraris you think that your reader will identify with your character and share his experiences, thus making their reading experience immersive and satisfying.
But many readers think a Ferrari is either inferior to some other sports car or that sports cars in general are stupid. When they read your story they will find your character ridiculous and keep a distance to him. If you are lucky, that distance is ironic and they will enjoy the read in the same way that you might enjoy watching fails on YouTube. But very likely they will simply not engage with your story at all and stop reading it altogether.
For that reason, accomplished writers do a variant of this:
Dear reader, imagine the car that you have always dreamed of. The car that you would be proud to show to your neighbors, and that is a pleasure to ride. That was the car that George had. And like you would enjoy owning it, George enjoyed his car.
That is, you invite your reader to imagine your world to their liking.
Usually this is not done in such an explicit manner, but rather by leaving out irrelevant detail. If a man meets a beautiful woman, a good (popular fiction) writer doesn't describe her at all. The writer will only say that his protagonist thought her beautiful, and allow the reader to imagine the woman that they would find attractive.
In the same way, "said" allows the reader to imagine the details of the dialogue, making the reading more fun.
Say is the most neutral word to express that someone is speaking aloud. From the context of the narrative and from the content of the character's speech the reader will imagine the way that the person says what they say.
If you read of a character asking "But why didn't you...?", you'll immediately think of the incedulous tone of voice that we commonly employ when we say that phrase. When you write that "Bob asked [the above] incredulously", you are in fact telling the reader what they already know. And they might decide to imagine Bob's voice differently. Instead of being incredulous, Bob you speak with a tired voice, because it was not the first time that his partner did what they did, and Bob felt tired of them making the same mistake over and over again. If that's what your rider wants the story to be, let them! Because that is what makes reading fun – getting a framework that you can fill in to your liking. Reading is like painting by numbers, and if you present a finished painting, some readers may be fascinated by your skill, but many may not like what you have painted as much as they would like painting it themselves.