In addition to being liable to put people on the defensive, "why?" is a surprisingly vague question, since nothing ever has a single cause. T's will typically ask more specific questions that get at particular contributing factors they are interested in intervening in.

For example, instead of asking "Why did you punch your boss in the face?" a T could ask:

-What was going through your head right before you punched your boss in the face? (setting up a cognitive intervention)
-What was the chain of events leading up to punching your boss in the face? (setting up a behavioral intervention)
-What were you feeling in your body before you decided to punch your boss in the face? (promoting emotional awareness)
-Does your reaction to your boss remind you of any other relationships you've had? (looking for relational patterns)

Whereas if you just asked "why did you punch your boss in the face?" you'd probably just get "I don't know, I just did" or "because he is an a-hole."