I pointed out the ambiguity of "if not" constructions this week. I thought I was done with grammatical posts, but last night I was reading Catching Fire, and even though I am enjoying the book it includes one of the writing/editing errors that leaps off the page and slaps me in the face, inducing rage and spluttering. The image above gives you an idea of what went on in my brain as I read that section.
Yes, it is when someone "says" a question.
You do not "say" questions. You ask them.
You can say any statement that isn't a question (or shout it, or scream it, or whisper it, or mutter it - though don't overuse descriptors like that).
Bear this in mind, otherwise questions will be asked about your speech tags...