I referred to the idea that by plugging an imaginary frequency into the Fourier transform [ETA: the grown-up Fourier transform with the complex exponent, not the schoolboy cosine kludge], you get the Laplace transform, and while that changes the inverse Fourier transform in a different way, it’s not hard to work out how specifically and obtain the inverse Laplace transform.

Why you’d want to do that, I actually don’t know how to explain convincingly. The post hoc rationalization is simple and more or less the reason people prefer the Laplace transform in signal processing: you still get a convolution theorem, but are now allowed to work with exponentially increasing functions, which standard Fourier theory (even the tempered distributions version) can’t accomodate. But while that’s useful from a toolbox standpoint, it isn’t satisfying as motivation, I think.

This is not the only way looking at the complex frequency plane turns out to be useful—there’s a whole thing about doing complex analysis to response functions aka propagators—but there too I can’t really say why you’d guess to look in that direction in the first place.

What I mentioned was that this idea of Laplace as imaginary Fourier extends beyond the reals to the group setting at least to some extent, so it’s not entirely an R-specific accident. Again, dunno why, I’ve explored this stuff a bit but am far from an expert.