There are several reasons to ask "Why?", and one of the most important is to distinguish 'This' from 'That'.
For example; Let's say you are responsible for producing certain communications related to the business, such as customer care statistics, or project status, or sales funnels, etc. Knowing this, one of your peers asks you "What is the attrition rate of our customers?". This request is in the form of "Can you get ‘This' for me?". Later you might communicate the response to 'This' ... "Our attrition rate is 4.7 percent".
Instead, try asking "Why do you want ‘This'?" Be cautious NOT to ask in a way that implies that they don't need it, or that you are questioning them. You ask this question because you are looking for a response like, "I need ‘This' information in order to figure out if our attrition rate is higher than normal", i.e., I need ‘This' so I can figure out ‘That'. In the attrition example, if you had known ‘That‘ in the first place, you might have responded with a report of attrition rate over the last 6 months compared with the same period last year as your business might be cyclical. In this way the person asking you would have the appropriate information to answer their real issue ‘That', (is the attrition rate higher than normal), as opposed to getting a single data point ‘This' (what is our attrition rate) that would inevitably led to additional inquiries.
Asking "Why?", as a response to "I need ‘This' ", will often generate a response, "because I'm trying to solve ‘That' ", the real and broader issue. When someone asks for 'This', they often assume ‘This' will give them the appropriate information so they can solve ‘That' ... and it may, but it may not. If you know the real issue, what 'That' is, you will be able to add additional value, e.g.; "Oh, if you need to solve ‘That' then in addition to what you asked me for, you'll also need to have this other information".
Here's a simple diagram to show you the difference between ‘This' (a specific question or request), and ‘That' (the real, broader issue that is to be solved).
When asked for ‘This', ask Why? to lead to a discussion that starts with "I want ‘This' because I need to do, solve, get, or implement, ‘That'. Once you know what ‘That' is, you can add a lot more value as you may have additional knowledge, connections, skills, etc. to contribute to solving ‘That'.