The Dink Network

IIRC when a sprite is removed any script attached to it will stop running, and any kind of wait, say_stop or move_stop will cause the script to pause until that command has been completed. As the sprite will in that case be removed before the _stop completes nothing after that point will run. If the say line is on a current_sprite when the sprite is removed then the object that is the line of dialogue will be removed as well (or possibly just go floating off to another part of the screen).