Just so you know there are websites whom do concur with the writing

https://en.oxforddictionaries.com/punctuation/punctuation-in-direct-speech

https://litreactor.com/columns/talk-it-out-how-to-punctuate-dialogue-in-your-prose

http://jerz.setonhill.edu/writing/creative1/writing-effective-dialogue/

It does not bother me as much as I tend to use color to differentiate or bolding and this is a casual role playing site

But I just wanted to show that technically that is the correct way to write speech. 

Edit: also textbooks (depending on the type) often do not have dialogue in them so no need for that type of format to be implemented there. Same with scientific writing. The author isn't trying to transport the reader anywhere they are trying to inform

Creative writing is a bit different. Having dialogue seperated allows for easier reading and more smooth of transitions. That's why it's a thing.

Like I said before this is a casual role play though and not an actual novel. Using color or bolding is perfectly fine here because no one is trying (at least I don't think so) to print this and publish it so not following exactly isn't going to harm anyone...just makes it harder for the brain to transition easier.