I keep coming across statements like:
Language constructs are what makes up the language: things like "if" "for" "while" "function" and so on.
The mentions in the PHP manual of things like "echo", "die" or "return" are there to make it clear that these are NOT functions and that they do not always behave like functions.
You could call "echo" as "echo()" so it may confuse beginners. That's why they put the clear disinction in the manual. To make it absolutely clear to everyone.
Other examples for language constructs that could be mistaken for functions are "array()", "list()" and "each()".