They're not pretending to be stupid. It's that they think their question might be stemming from not understanding something fundamental that everyone else in the room already knows.
If you think they're being disingenuous because you think they do understand what's going on, then it actually supports why they feel the need to preface their question with that phrase. You expect that they know it, so they make questions around it less jarring by admitting that they probably don't know enough.
Folks who are good at communicating can always keep everyone feeling engaged and comfortable, while still getting to nitty-gritty WITHOUT resorting to saying stuff like "... this is stupid question, but...".