We can have our theories about why things are happening, or how things work, but we cannot know for certain if we are correct, unless we ask why.
This is a separate kind of question than you ask in the Be Curious tool (5.3) where you are trying to clarify information being given to you. This tool is for more complex situations where information is not intentionally being given to you—no one is instructing you, nor are they explaining something for some reason. It’s for when you are interacting with another person and it’s possible that it would be beneficial for everyone if you could understand the situation better.
Asking why is also a tool that will help you better understand other people. You’ll gain insight into their motives and the needs they have that are unfulfilled.