I remember when studying Shakespeare, my teacher explained "Wherefore art thou Juliet?" meant "WHY are you Juliet?" back then, not "Where are you..." as we might now assume. He's asking why she is so irresistible (he knows where she is). So, Romeo helps me remember this one.
Apparently it's a conversational softener; if you reply with a straight varför it can sound brusque.
I think of it like adding "... that?" to one-word questions in English. For example, if someone told you "I wouldn't do that," a straight "Why?" might sound impatient or pushy or annoyed, while "why's that?" sounds more neutral and curious.