Indirect speech acts (ISAs) are a natural pragmatic feature of human communication, allowing requests to be conveyed implicitly while maintaining subtlety and flexibility. Although advancements in speech recognition have enabled natural language interactions with robots through direct, explicit commands--providing clarity in communication--the rise of large language models presents the potential for robots to interpret ISAs. However, empirical evidence on the effects of ISAs on human-robot collaboration (HRC) remains limited. To address this, we conducted a Wizard-of-Oz study (N=36), engaging a participant and a robot in collaborative physical tasks. Our findings indicate that robots capable of understanding ISAs significantly improve human's perceived robot anthropomorphism, team performance, and trust. However, the effectiveness of ISAs is task- and context-dependent, thus requiring careful use. These results highlight the importance of appropriately integrating direct and indirect requests in HRC to enhance collaborative experiences and task performance.