"Please advise" -- why is this a common turn of phrase for foreign speakers of English?

"Please advise" is quickly becoming common place in email conversations where one person asks a question and then makes it extremely clear that the other side now has responsibility for doing something next. Essentially, it means "I am now done doing things; you go do something and get back to me."

I do not know of its use outside of emails or other text-based mediums nor do I know its origin but I can emphatically confirm native speakers using it and using it frequently.

In the United States, please advise is very common in business and legal writing, both paper and electronic. I have never heard it spoken. While it is understood that the object is dropped for the sake of brevity (please advise me), advise is a transitive verb and technically must have an object. Therefore the phrase is grammatically unsound, and should be considered a bad habit. Including the object and even supplementary information provides a clearer message: Please advise me on this issue.