Asking "why" can sometimes reveal important information but if the question is not asked at the right time it will get a defensive response ("I don't know").
It is often better to ask questions to establish the facts: how, what, who, when.
Why? by Charles Tilley discusses the reasons people use to explain events or behavior. He lists four basic types of reasons: conventions (socially accepted
clichés like "My train was late," or "We're otherwise engaged that
evening"), stories (simplified cause-effect narratives), codes (legal,
religious) and technical accounts (complicated narratives, often
impenetrable to nonspecialists).
Malcolm Gladwell's The New Yorker's review discusses the book and highlights the importance of story telling as a device to explain "why" in a non-threatening way. Why? can still be asked but story telling can provide background information that makes sense of "why".