I have often come across sentences of an indirect speech that do not contain 'that'. As a standard rule taught in schools here, we include 'that' when we turn a direct speech sentence into indirect.
He said, "I'm coming"
He said that he is coming.
But on the BBC, I found this sentence:
Search and rescue agency chief Bambang Soelistyo said an underwater vehicle was being lowered to take pictures.
On the same page:
He said the larger of the objects was 10 metres by five (32ft by 16ft) but that strong currents made operating the underwater vehicle difficult.
Mr Soelistyo said on Saturday that the large objects had been detected by sonar from an Indonesian navy ship.