When I was in elementary school, a certain comma was the bane of my existence. No, not the serial comma. I learned (and later unlearned) that one relatively easily. It wasn't the comma before "too," either. Nor was it the one between multiple adjectives modifying a single noun. No, it was the comma in "no, thank you." The role that comma plays, the way set phrases are spoken and understood, and the disconnect caused by a phrase of refusal that incorporates a word of affirmation and acceptance is mirrored in the Japanese word ii (良い, いい) and its polite alternatives, yoroshii (宜しい, よろしい) and kekkō (結構, けっこう).
Perhaps I was uncomfortable with "no, thank you" because the phrase sounds more like "nothankyou." We utter set phrases so often and so quickly they seem to merge into a single word — such as "thanksalot" and "howzitgoin." This is especially true for "nothankyou," since we attach it to the end of a conversation in order to exit a situation — for example, to leave a convenience store or supermarket unburdened by a receipt. We shouldn't feel bad, though. This is, after all, the goal of set phrases: We use them to expedite the process of relaying certain information.
In "no, thank you," we relay politely the fact that we are refusing goods or services offered by another party. While the comma confused me, it also provided the solution — it sets off the answer ("Nay! I need not the extra calories in those supersize fries") from the polite softening of the phrase ("but thank you for the offer"). If you pause for a moment on the comma, the meaning becomes more obvious. And the longer you pause, the more polite it becomes. Standard level of politeness: "nothankyou." More polite: "No, thank you." Polite and very considerate: "No (a beat), thank you." You have to be careful not to take this to the next level of "sarcastic politeness": "No (adjusts monocle and puts on top hat), thank you."
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