Why do we ask the question “why”?
It seems to me that OM captured the essence of why ask why.
As OM says, curiosity has survival value, but only if tempered by enough fear to keep the curious alive – a delicate balancing game that evolution must play. And being evolution it only has to operate on average over time – thus we would expect the males to have more curiousity, and less fear, on average, than females (the evolutionary cost of losing a few males from a population being much lower than losing females), and the occasional male with little or no fear (not me, I’ve got enough fear for a regiment, and enough curiosity for 2).
Why ask why – to expand our understanding.
Why do that – because we can.
There are no limits on what can be understood, it is infinite.
There is no necessary end to the journey – it goes as long as the journeyer is prepared to continue.