From Fallen London Wiki

Allow me to explain what a rhetorical question is. It's a question that is not meant to be answered, because the asking in itself is meant to serve a purpose. I knew perfectly well when I wrote my first comment that a substantial fraction of the Fallen London community are not in fact in their right mind. That was WHY I asked the question. By asking the question, I was hoping that people would realize, "wow, he's right. I was thinking about doing this, but it IS a huge waste of my time and resources."

For another example, let's say that Alex and Bob are sitting on a bench, checking their email. They both get an email from a Nigerian prince. Alex is more gullible and is thinking about replying and sending money, but Bob remarks aloud, "Wow, yet another Nigerian prince scam. Who would be stupid enough to fall for such an obvious ploy to steal your money?" Bob isn't actually wanting to know the names and identities of specific people who actually would be stupid enough. By asking the question, he gives Alex a chance to put the pieces together himself.