Evan knows why they say that. Someone says it because they are too busy to take on something new, too timid to accept more responsibility, or too insecure to take the initiative. If it's "above my paygrade" it's somebody else's problem. In a way, it's a shield, a kind of protection from risk and, consequently, a protection from reprimand or career-ending mistakes.
What Evan might really be asking is, Why would anyone say that? Evan senses that the phrase is a cop-out. He's a guy who knows his place, but who looks for opportunities to expand his knowledge and experience. He accepts a challenge and takes a risk when it makes sense to do so. He asks for guidance as he treads through new waters. He participates in growing his own career by stepping up when other people are backing away.
The paygrade phrase is usually preceded by some request: a problem needs to be solved or a project needs to be managed or the surly customer has to be escorted out. The person who is in a position to refuse the challenge is also in a position to take it on. And this is the line that divides people from goals, it separates the kids from the grown-ups and, while it does shield someone from getting into trouble, it also shields him or her from a shining moment, a chance to save the day, or at least to make something easier on someone else.
A friend of mine was feeling frustrated because her manager left and she had no one giving her team direction. "Give yourself direction," I suggested. She tried it and it worked out. Eventually, she was promoted into the position her manager had vacated, and it fell within her paygrade to give direction to others.
Evan's instinct is good. He already knows that for the person who says, "It's above my paygrade," everything always will be above his paygrade. The person who gets the promotion, the person who continually moves forward in his career, the person who moves up is the person who doesn't say that.