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Of course, the next stage is represented by Jr., at 8½, who no longer asks "why?" because he knows everything.
And then there's me. At 42 ... okay, almost 42½ ... I ask "why?" all the time: "Why do so many people think John McCain -- er, Huggy Bear -- is the best man to be president?" "Why are the mass media arrayed against the truth?" "Why is Drunky McStagger respected by anyone, anywhere, at any time?" ... and so on.
The answers for the kids tend to be easier, I'm afraid.