"Why" is the most probing and powerful question of all.

Never give your players a straight answer to it.

(More seriously: You can tell them why something is happening within the game scenario, but its a good chance to open even more questions, or lead them gently towards pondering things in the direction of your storyline and campaign background. As opposed to going completely off the rails.)

Transcript

Miss Piggy: C'mere, good buddy! Bro hug!
Luke: Wedge, why are you here?
Miss Piggy: I took Yoda's midi-chlorians from Endor to Kamino.
Luke: Why did you take Yoda's midi-chlorians to Kamino??
Miss Piggy: That's where his new clone body was.
Luke: Why are you in the shape of a pig???
Miss Piggy: A space-pig, actually. To blend in seamlessly.
Luke: And why are you dressed like Princess????
Miss Piggy: Shhh! It's a disguise.
Luke: Why are you wearing a disguise?????
Miss Piggy: Otherwise they'll suspect I'm a shapeshifter!