AND IF My servants ask thee about Me - behold, I am near; I respond to the call of him who calls, whenever he calls unto Me... [Baqarah 2:186]

وَإِذَا سَأَلَكَ عِبَادِي عَنِّي فَإِنِّي قَرِيبٌ أُجِيبُ دَعْوَةَ الدَّاعِ إِذَا دَعَانِ فَلْيَسْتَجِيبُواْ لِي وَلْيُؤْمِنُواْ بِي لَعَلَّهُمْ يَرْشُدُونَ
 
AND IF My servants ask thee about Me - behold, I am near; I respond to the call of him who calls, whenever he calls unto Me: let them, then, respond unto Me, and believe in Me, so that they might follow the right way. [Baqarah 2:186]
 

When you take this ayah and compare it with the other ayahs where Allah responds to things which the people asked about, you immediately notice one difference. Allah says {to His Messenger } "Qul" ("Say: ") ... then the answer is given. For example:

يَسْأَلُونَكَ عَنِ الأهِلَّةِ قُلْ هِيَ مَوَاقِيتُ لِلنَّاسِ وَالْحَجِّ وَلَيْسَ الْبِرُّ بِأَنْ تَأْتُوْاْ الْبُيُوتَ مِن ظُهُورِهَا وَلَـكِنَّ الْبِرَّ مَنِ اتَّقَى وَأْتُواْ الْبُيُوتَ مِنْ أَبْوَابِهَا وَاتَّقُواْ اللّهَ لَعَلَّكُمْ تُفْلِحُونَ

THEY WILL ask thee about the new moons. Say: "They indicate the periods for [various doings of] mankind, including the pilgrimage." [165] However, piety does not consist in your entering houses from the rear, [as it were,] but truly pious is he who is conscious of God. [166] Hence, enter houses through their doors, and remain conscious of God, so that you might attain to a happy state.

Just to take the relevant parts of the ayahs, we see the pattern is like this:

يَسْأَلُونَكَ عَنِ الأهِلَّةِ قُلْ
THEY WILL ask thee about the new moons. Say...

يَسْأَلُونَكَ مَاذَا يُنفِقُونَ قُلْ
THEY WILL ask thee as to what they should spend on others. Say....

يَسْأَلُونَكَ عَنِ الشَّهْرِ الْحَرَامِ قِتَالٍ فِيهِ قُلْ
They will ask thee about fighting in the sacred month. Say.....

يَسْأَلُونَكَ عَنِ الْخَمْرِ وَالْمَيْسِرِ قُلْ
THEY WILL ask thee about intoxicants and games of chance. Say....

وَيَسْأَلُونَكَ عَنِ الْيَتَامَى قُلْ
And they will ask thee about [how to deal with] orphans. Say....

وَيَسْأَلُونَكَ عَنِ الْمَحِيضِ قُلْ
AND THEY will ask thee about [woman's] monthly courses. Say...

All of these questions, they ask something, and it is [Oh Prophet] Say this and this....

 

But:

وَإِذَا سَأَلَكَ عِبَادِي عَنِّي فَإِنِّي قَرِيبٌ أُجِيبُ دَعْوَةَ الدَّاعِ إِذَا دَعَانِ
AND IF My servants ask thee about Me - behold, I am near; I respond to the call of him who calls, whenever he calls unto Me.

Not, if my servants ask you about me then say I am near... no, it is just if they ask you about me then I am near. This is the exception to the pattern, and Allah does not make exception for no reason. Every word or lack of word is there for a purpose so we can see that the omission/removal of "Qul" ["say: "] in this ayah/verse must have a purpose, and the effect of not having this Qul here is to make the saying more intimate between Allah and His servant. If we ask about Allah, He is near, He answers the one who makes dua [calls upon Him].

There is no intermediary in this and this structure of the ayah and omission of "qul" even emphasises this point about the nature of dua being a direct line between Allah and His servants, and His closeness to us. And the use of first person enhances this feeling of closeness with Allah aswell, and brings to mind his merciful and soft attributes as opposed to His majestic and glorious ones which you get from plural of majesty. This makes the servant feel at ease to approach their Lord in dua and turn to Him like a close friend, to trust Him and confide in Him.