Check out the American Kennel Club's list of smallest dog breeds, including the Chihuahua, Pomeranian, Maltese, and more. 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.

Understanding the Context

Consequently it behaves strangely, as you and others point out. Why the voiced /z/ won out over the voiceless /s/ is not clear to me. Modern French mostly uses /gz/, as in xénophobie, but I don't know the history of how the modern French pronunciation of word-initial x became established.