"Und sie fragen warum?"
Translation:And they ask why?
I disagree with you. I see a fundamental difference in the german sentences: (Und) sie fragen warum? and (Und) warum fragen sie?.
There are multiple interpretations of this question in general:
(Und) warum fragen sie? Why do they ask? You expect an explanation. The reply could be something like. They asked because they want to not miss the party.
(Und) sie fragen warum? They ask why? You expect an answer yes or no. The reply could be something like, Yes, they asked why and not when.
Now to the point that makes your comment still somehow correct, you might really hear "Sie fragen warum?" (or more often, Sie fragen weshalb? but weshalb and warum are the same). Here its the Höflichkeits-Sie and this is pretty much the same as "(Und) warum fragen sie?". This wordorder is not the most common one, but it exists in spoken german. But this word order to ask for an explanation is kind of rare and mostly (or maybe even always) with the Höflichkeits-Sie. A situation where this is normal: You watch a TV show and see a rich person and the rich persons butler. The Butler might use this.