This is very interesting! My T asks me "why" all the time. Not in a way that ever makes me defensive, which is actually rather remarkable because I tend to make the assumption that he disapproves of me - yet I don't sense that in his "why" questions.

When T asks me why I think this or that, or why I don't want to talk about this or that, or why I reacted in such and such a way to something, it makes me feel as if he is genuinely interested in me, my reactions, and my feelings. And the questions make me reflect in a way that I don't normally do, on my own thoughts, words, and actions. I think that's the reason for his asking the questions in the first place. (And when I ask him things he often wants to know why I ask - again, that makes me feel genuinely listened to, and I sense that he really wants to understand me. I know that some other people dislike the question very much, so this is just how I react, not how everybody reacts.)