There are five levels of understanding that I learned during my training as a teacher, they are called "The Five Dimensions of Learning" and are known by all formally-educated teachers, who know it is important to use all five of them in teaching.
The most simple is rote memorization. The third highest one is "Extend and Refine Knowledge" and it, using things like abstraction and inductive and deductive reasoning, is the basis on which the highest two levels, Problem Solving and Habits of Mind, are constructed.
"Why" is part of those three highest levels: it forces us to consider all we know about something, then sort that knowledge into a coherent system. That is why "why" is such a great question to ask!
I notice whenever I ask myself "why?" even though without any intention to understand, I would begin to understand something and helps me make better decision. Why is this question so effective at helping us understand things?