For example, when you chat with Captain Aldis and learn that Fura (alchemist's daughter) is dead and he sends you to tell the old lady. I would dearly, dearly love to tell that coward to grow a pair and face the lady. But you can't. This is just one of many, but I'm not here for me.
What about you? What is something you really want to say to an NPC that ain't a dialogue option?
Edit: hyphen for in-depth.