The reason is no doubt that, as in many other languages, the complementizer/conjunction introducing indirect speech comes from a neuter relative pronoun. The archaic/hypothetical construction was "I tell you that, that happened..." (meaning "I tell you that, which happened"), or "I tell you, what happened...". This neuter relative pronoun later acquired the characteristics of a conjunction, and the (hypothetical/potential) antecedent disappeared.
Neuter relative pronoun / conjunction-complementizer / neuter demonstrative pronoun:
- English: that / that / that
- Dutch: dat / dat / dat
- German: das / daß / das
- French: que / que / ce
- Latin: quod / quod / hoc(ce) (or id, etc.)
- Greek: ho(ti) / hoti / ho(de)
Note that the first two words have the same root in each Indo-European branch—Germanic, Italic, and Greek. Note also that the conjunction in classical Latin is not normally used to introduce indirect speech, for which the accusativus cum infinitivo was used, but for other, related subordinate clauses. In Greek, hoti could introduce indirect speech or a causal subordinate clause; the a.c.i. was more common for indirect speech, though. In Latin, the various uses of quod can serve as a nice illustration. All the following constructions/meanings are possible:
Mihi placet templum, quod fecisti. — "Me pleases the temple, that you made."
Mihi placet id, quod fecisti. — "Me pleases that, that you made." (i.e. "that, which")
Mihi placet, quod fecisti. — "Me pleases, what you made."
Mihi placet, quod fecisti. — "Me pleases [the fact], that you have made/done [it]."
Erravisti, quod fecisti. — "You have erred [with respect to the fact], that you have done [it]." (i.e. you have made a mistake with respect to doing this)
Peribis, quod fecisti. — "You will perish [because of that], that you have done."
Peribis, quod fecisti. — "You will perish, because you have done [it]." (most common usage of quod in the classical age)
% Dicit, quod fecisti templum. — "He says, that you have made the temple." (only in Mediaeval Latin, possibly Vulgar Latin)