why does my dog always want to be with me - Pets Zone
"why" can be compared to an old Latin form qui, an ablative form, meaning how. Today "why" is used as a question word to ask the reason or purpose of something. This use might be explained from a formula such as "How does it come that ...".
Understanding the Context
If you meet an old friend of yours, whom you never expected to meet in town, you can express your surprise by saying: Why, it's Jim! This why in the ... Why is a just a rather odd wh -word. Its distribution is very limited -- it can only have the word reason as its antecedent, and since it's never the subject it's always deletable.
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Key Insights
Consequently it behaves strangely, as you and others point out.