Why people ask it
Because popular science writing has used the phrase "from nothing" in a way that does not match what it means.
Short answer
Nothing has no properties, no potential and no causal power. When physicists say "nothing" they almost always mean a quantum vacuum, which is a structured physical system — that is, a something.
Deeper answer
The word is doing work it cannot support. Real nothing is the absence of everything: no space, no energy, no laws, no potential. It is not a thin variety of stuff. Having no capacities at all, it cannot produce anything — and that follows from the definition rather than from theology.
The physics being described is genuine. Particles do arise from quantum vacuum states, and that research is solid. But a quantum vacuum is one of the most precisely characterized somethings in physics: a field, governed by laws, with measurable properties.
So the useful move is clarification rather than argument. Ask what is meant by nothing. If the answer includes fields or laws, the conversation has simply returned to the original question of where those came from.
Common mistake
Dismissing the physics. The experiments are sound. The dispute is over a word, and saying so keeps you credible.
Conversation-ready response
""When you say nothing, do you mean a quantum vacuum, or literally no thing at all? Those are very different claims and only one of them is surprising.""
Source notes coming soon.