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In general, some things work better on a question-answer site, while other things work better on a threaded discussion board. A Q&A site like this is best for specific questions which are about "how do I do X", though certainly others are welcome. A support question which is more vague, or which could require a lot of back and forth and not be as useful to other users just based on search terms, could be better for sage-support. Finally, some people are just more comfortable using one interface versus the other.

Also see this ask.sagemath.org question for a couple answers to a similar question.