I learnt this tip from a nutricionist. I would fry it in oil like anyone else. But sausages are made of meat and fat, right? When you fry it in oil you're basically adding more fat to it. And besides that, sometimes we just use bad oil that when in high heat will not be too healthy for us.
When you cook it in water part of the animal fat will go away with the water (you need to remove the water after 10min). This way it will cook and in the end with the rest of fat it still has, the sausage will be fried just in the heat of the pan and taste perfectly fine.
Plus. It saves you a lot of oil! :)
Thanks for asking!