Daniel, As so often in English, the verb form we chose depends very much on the context. Both of those statements are okay in the right context. The first one, "why do we say..." is the form you would use if you are referring to a repeated expression. For example, Why do we always say our projects won't be finished on time? OR Why do we usually say the test will be too difficult? On the other hand, we can use "why are we saying..." should be used to talk about something that is current / right now – or even a statement related to something at the moment. For example, "Why are we saying this project won't be finished on time?" -- that is the discussion you are having at the moment or around this time. OR "Why are we saying the test will be too difficult?" – As you talk about the test as you are walking into the classroom to write the test in ten minutes. So it's often about context and not so much about what is "right" or "wrong."

Hi, Daniel. You should say: 'why do we say...', e.g 'Why do we say English is easy? It's actually quite difficult!'