What if you need to do something that you don't know how to do? Most of us will only ask how do I do it but there's a small number who will also question the reason why they need to do it. They ask why and the rest of us should be like them. It seems that we are taught, trained and conditioned to ask how but never to ask why. Knowing the reason we do something gives us a sense of purpose and you tend to perform better when you know exactly why you are doing something.
Asking why also encourages creativity and curiosity. Why can't I do it this way? Why must I do it in this order? Can I not do this and just do that? It lets you come up with unorthodox solutions to problems.
We should never be afraid to ask why. Why? Because if you don't, you are just a sheep like everyone else. And sheep are unremarkable.