Well, I'm not a therapist, but I must say I'm really surprised she would have a problem with someone asking "why?"
One of the worst things that ever happens to us as we grow up (assuming we grow up "normal") is that we lose our desire to understand everything around us. I consider finding out the why of everything one of the most important things in life. If I hadn't kept asking "why" I would have believed my hallucinations and paranoia, and never got around to telling my doctor what was really happening... and God knows where I'd be now.
I've got to say, constantly questioning, so long as you're prepared to accept an answer, is a very healthy way to approach life.
But like I say... I'm not a therapist.