Commas with dialogue tags

I am really confused on how dialogue tags work. In direct speech/dialogue from stories, I notice that we always separate the dialogue from the dialogue tag with a comma. I do not exactly understand why-- maybe it is because it is just supposed to show who's talking and not represent a normal sentence structure. However, I am wondering more so about normal sentences that contain quoted words that are supposed to be about what someone said; do we use a comma in that case also? For example, the sentence: I remembered Bob as an old soul. He would always say "Live life like...". Should there be a comma between say and the quoted material? If so, why?