Why does Ramana Maharshi say there is no "other"?
My educated guess is that a particular seeker needed to hear at that moment to shake him/her off the wrong belief that the person is an entity. And by doing so release the seeker from psychological suffering and establish the seeker in Impersonal Stillness.
There is no “I” entity. Neither for the sage nor for anyone else. Therefore the other” is only a concept. The only difference is that the sage, speaking from Consciousness, has no doubts about that.