If you don’t say “please,” then it’s a command. It says that you have the right to order the other person around. If you say “please,” then you are acknowledging equal status.
We tell our children to say “please,” but how often do we say it when we ask them to do something? I have a theory that in families who are bringing their kids up to be future leaders, the parents will say “please,” indicating that the children are of equal status (even though they aren’t, yet).
In families where “please” is not used, they are bringing their kids up (subconsciously) to take orders. They are more likely to become workers subject to the orders of others.
Please is probably used more often in “polite” society. I would say that middle class families are more likely to be “please” sayers. The wealthy are used to giving orders, and feel they don’t have to say it, and the working and lower class people, on average, either haven’t been brought up to say it, or don’t see the point, since they tend to be in situations where they have to take orders, and there is a presumed inequality of status.
I’ll bet that some people will interpret what I say as classism, and protest that we don’t have classes in the United States. I would say that if we truly had equal access to education, and that if intelligence weren’t heritable (whatever the hell intelligence is), and that if coming from a family with an educated father didn’t endow the children with a great advantage in life (for some reason, children’s success is not correlated with the mother’s education level), then we could move towards a less class delineated society, but none of those things are true, and we do have classes, and please is used more often, I would guess, by the middle classes than any of the other classes, because creating the illusion of equality is more important in that class.