Related: don't "why" about religion, politics, or personal beliefs unless you're willing to seriously examine a possibly very alien worldview.
A lot of people have a shallow or false curiosity on these subjects. Their intent is not to understand, but simply to discover a question that is difficult to answer in only a few sentences, and then declare victory. The net result is that nobody learns anything of value, nobody is enriched, but somebody feels annoyed that their friend didn't respect them enough to really listen.
True curiosity requires a willingness to explore both depth and breadth. This is more likely to require years than minutes.
But man do people hate it when you're curious about their religion, politics or personal beliefs. Such a minefield ... don't "why" there unless you're ready to handle some very annoyed people.