To help you remember: there is an outdated and/or very formal English word "wherefore" meaning why.
Good observation! I'm not an expert in linguistics, but you could say that då does sometimes act like a modal particle (or "flavoring particle") when it is added onto these one-word questions. It softens them and makes them sound less direct. However, most of the time, då does not have this "flavoring" quality and is simply an adverb or conjunction.