Why?!?

The why questions may, in fact, be the death of me. Why, you ask? (please don't) Penny will not stop with the why questions. I always thought this phase would be really fun. I'm all scientific. Why is the sky blue? I got this. Light refraction, something something, yadda yadda. No. Penny's questions are more like:
Why is that car yellow?
I don't know, because they wanted a yellow car.
Why?
Why is that car driving that way?
[me making something up] Because they're going home.
Why?
Why is this Piggly Wiggly?
Do you mean why are we at Piggly Wiggly?
No, why is this Piggly Wiggly?
Do you mean why did we come to Piggly Wiggly instead of Food World [like we normally do]?
No, why is this Piggly Wiggly?
[Daddy jumps in:] Because they thought it would be a good name for a grocery store.
Why?

It is maddening, I tell you. Half the battle is trying to figure out what it is that she is actually asking. Most of her questions seem to me to be about motivations that people have for doing things. But if I'm not careful I can launch into a really long explanation of what I think she's asking only to find out that that wasn't what she was asking at all. And a good portion of the time the questions are about things with levels of signifance out of proportion to the urgency of her asking about them. Why is this Piggly Wiggly, indeed?