Because this conversation works with the caller's subconscious expectations rather than ignoring them, it is much more comfortable to engage in. The first prompt deserves further discussion. The word 'where' leaves too much latitude in the caller's answer, inviting responses that may not be included in the grammar. The need for a more directed request for the location makes discourse markers all the more important in striking a balance between natural and directed prompts. Dialogs describe conversations that are very different from written text.
Writing is generally more formal and impersonal than speech.
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