Why ask why?

Personally, I would use it as an opportunity for snark (but then again, I snark for sport).

“What’s today?”
Him: “Wednesday, why?”
"Oh, it's my day to meet my lover." (grab car keys) "Don't wait up!"

"Do you think it'll rain?"
Him: "No, why?"
"When it rains, the lawn zombies come out, and I don't feel like being bitten today."

"Where are my shoes?"
"In the hall closet, why?"
"Oh good; that's how I remember where the dead body's buried. You know, my last boyfriend. Nick was fun." (give evil look) "Until he wasn't."

If you can pull it off, he'll see how idiotic he sounds, and he'll knock it off. Or he'll do it just to see what you'll come up with.

In high school, whenever we asked a very annoying (usually useless and nitpicky and unanswerable question about why this grammar rule or that grammar rule or whatever thing French) to our French teacher, she'd always replay, "Parce qu'il neige." [Because it snows.]

Real world surrealism.

She sounds like an idiom, "où".