No it doesn't work for your friend either, if it does, they are not executing the same code, for example, it's possible to override the /say command, to make it use /msg, which might be why it worked for your friend.
Keep in mind the mIRC help file is ALWAYS succints, it always lacks explanations, to the point where it hides features, and that's true once again here: you can use /say inside aliases, not inside events.
Indeed $chan is empty, you can use $active to get the active window, opening a dialog from a channel or from anywhere else makes no difference.
To make sure your friend are, or are not, overriding the /say command, they can check //echo -a $isalias(say), which will be true if they are. /help $isalias for more informations.
