This is the statement/expression distinction; `echo "hello world"` is a statement that, when evaluated, has the side effect of printing "hello world" to stdout (or wherever), and has no value (for the purposes of this example).
`"hello world"` is an expression with the literal string value "hello world"; your REPL probably prints out that expression's value once it is evaluated for convenience.
FWIW I'm not actually familiar with nushell and am speaking fairly generally about statements vs. expressions.
