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This seems to be a common tradition across many legislatures and houses of parliament, there is a "speaker" (a bit of a misnomer as this person is more of a listener), and the actual person doing the speaking will direct their remarks to this designated "speaker" even if their remarks are directly relevant to a particular individual present at that time.

Why is this so, why is this a desirable practice, and how did this come about?

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    The House of Lords is a notable exception to this: peers address the whole house, beginning speeches with "My Lords", rather than "Mr Speaker" - even though there is a Lord Speaker. – Steve Melnikoff Jun 24 '17 at 12:58
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Consider reading up on Robert's Rule of Order. The basic gist is that one person (the "speaker" in this case) acts as a sort of human semaphore to control and delegate access to the floor to only one person at a time. Without some such scheme, things would be likely to devolve into chaos.

Robert's isn't what the UK parliament uses, but it is ultimately based on the practice their parliament had settled on using at the time it was first written in the 19th Century. The UK Parliament uses Erskine May, which was written a bit earlier than Roberts.

By "chaos" here, I'm not kidding in the slightest. There is an old story that the space between the parliamentary benches in the UK was purposely measured to be two sword-lengths apart.

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