Children often reaches different stages at different times, but the age at which children are often most known for asking, "why," is around three years old. By then, most have polished up their language skills, have a better understanding of some things in life they didn't earlier, and tend to like to entertain themselves with their new-found thinking and language skill by trying to keep a conversation going by continuing to ask "why".
Also, they're at an age when they're past "building themselves into people" and are focusing more on relationships with parents and other special adults, so they particularly enjoy interacting with parents and adults.
Usually, at around four they start to focus on expanding their world past just their parents and home. It's almost as if they use that year when they're three to get ready for interacting with the larger world later.