They say so" is half a lie

This saying appears to be referring to the use of quotations where you might back up an argument by referring to the wit or wisdom of someone who is regarded as an authority. But it may more precisely be referring to the habit we have of remembering something heard or read and using it to excuse, qualify or back up a statement. "They" being the collective wisdom of everybody and anybody who has expressed an opinion.

When we are trying to persuade someone to a course of action we might say: "Well they say it is a good thing." We perhaps doubt our own wisdom and are relying on the authority of others. However, in our heart of hearts we might not agree with "They" but are willing to deploy their opinions as a means of convincing the other party or of winning an argument.

From a defensive point of view you should ask who exactly are "they" and why, when and where did they say what they said. Your antagonist will probably be left floundering trying to remember just where they came across the opinion, if they really did.