While this answer by Mark Beadles is sold and makes many good points, I have a few points that fit for more than just comments.
Often, as a reader or viewer (or game player), we don't know the limits of the universe a story takes place in. For example, I have watched every episode of Battlestar Galactica (both of them) and all three Stargate shows, as well as every episode and movie in the Star Trek franchise. Sometimes something us explained and sometimes it isn't. For example, it's been asked why almost every single alien in Star Trek is humanoid. Good question, and possibly even asked by someone who's seen every episode and forgot what the one that that addressed it. (After all, not counting the animated series, there are 28 years of Star Trek episodes.) We don't know if a point is addressed until we ask it. Sometimes it's trivial, and other times it turns out that there's a lot more to it than just a hand wave -- but we don't know that until we ask the question and get a good answer.
There are other reasons to want to know an answer other than just, "I wonder..." For example, there are enough academic studies being done on Joss Whedon's work that he has an organization specifically to help in that area. Often people do more than just read or watch a work. They may study it for a number of reasons. For example, I've asked a number of questions about Star Wars. Some can be found in the Star Wars wiki, but sometimes it can be tough to go through extremely long articles there to find an answer. I'm fascinated by the retcon work done by so many authors to explain inconsistencies in the Star Wars universe, so I've asked a lot of questions. I do this to probe, to find out what kinds of things are covered. I also want to know what kind of retcon work has been done. For instance, Tatooine is a desert planet, so life is sparse, but that leads to a question of how large animals such as the sarlacc or banthas can find enough food to live there. Just how deep into scientific detail have writers working in a fantasy construct like Star Wars go?
Again, using myself as an example, I want a feeling of what's acceptable and what isn't. What do we dismiss with a handwave (like all species understanding each other in Stargate) and why? In Star Trek, that's explained with a universal translator, in Stargate, it's just handwaved off without an explanation. (The apparently accept reason for that is to avoid having to spend a fair amount of time in each episode with translations or with learning local languages.) I'm working on several screeplays as well as plain text works, so it helps me to push and find the limits of what people accept and why. It also helps me by finding out at what point retcon work is needed and when it can be handwaved or ignored.
Answers such as, "Because the writer wanted it that way," or, "Because the writers are stupid," are often discouraged here and, in my mind, that's with good reason. First, such an attitude is Monday morning quaterbacking. Unless someone has dealt with publishers and agents and shown they can get a written work published or a screenplay produced, or dealt with staff writers on a show and seen what goes into moving a work from concept to final publishing/presentation, it's a weak answer. (Again, an example: In the Star Trek: The Next Generation episode The Next Phase I've heard people complain about Geordi and Ro walking through walls, but not sinking through floors and have heard people say, "It's because the writers are stupid." I have had professional dealings with the writer of that episode, and he is polite, intelligent, and sensible. He is not stupid, not by any stretch of the imagination. There was an explanation in the script, but it was edited out later (I believe in the cutting room, not in script meetings) because the decision was story and character were more important than addressing a point most viewers would not care about.)
More often than not, and this is from watching questions I've asked as well as other questions, there's an in-univers explanation and often it involves much more than we thought it would. It could be a trivial answer or a fascinating one -- but we don't know until the question is asked and answered.