Let's see your poorly worded question example again:

>Example:
>What they say...
>Person tells you 'warrior is on the eastern'
>
>Is this a question or a statment?
>
>What they mean...
>Person tells you 'Warrior is on the eastern?'

Now, read the both examples, ignoring the question mark. What you forgot to notice that that the capital letter in the latter message helps to see where the new sentence starts. In other words: You'll be able to read the message quicker, as you see from the capital letter from where it begins, not having to read through the person tells you. Instead, you can read 'Person' and jump to the next capital letter to see the message. If I recall correctly, this is the reason why the sentences are started with big letters in the first place.