Interesting post, Growli. I thought about this for a while before responding.

"Why" questions are cognitive and keep people in their heads, examining.

And a lot of times, people DO KNOW why they are sad, for instance, but it doesn't help them feel less sad.

So, "why" might satisfy an intellectual curiosity, but it doesn't help change the emotion.

Helping clients to feel emotions is all the rage in therapy circles these days. So, they want you to feel the emotion, locate it in your body, and express it in therapy, to better know yourself.

And "why" potentially keeps you above the problem, and can be a way to avoid getting down into the messiness of your experience.