I've started charging for my services. (I'm not joking, if someone in my family or close circle wants and Aunt R. Why Visit, I get babysitting out of it.
I can get a kid out of the "why" phase in 2 days flat.
I answer EVERYTHING. In extreme and excrutiating detail down to visual aids and field trips. When I don't know the answer, it's research time! And they're right there with me researching it.
Each "why" is a 1-2 hour long answer.
((Y'all have seen my posts on here, really, I'm being brief.))
In my experience most of the time kids don't actually WANT to know "why". What they're saying is "Pay attention to me."
If you actually stop and ANSWER ALL THE INS AND OUTS of "why", they've just gotten that "wish" that they don't really want IF what they're saying is "Pay attention to me". If they REALLY want to know, they'll listen, pay attention, ask questions... and the reeeeeeally long answers get them to start thinking up reasons it might be / thinking for themselves.
So it's win/win. They only ask if they REALLY want to know, and if they really want to know, they usually aren't doing things they shouldn't... because they're working out cause and effect on their own.
The "short" answers are like (in my observation) how we feel when they run up and hug us and go back to playing. It's a "happy pill" for a moment, but it doesn't hijack their plans for the near future. They can keep asking why until they're done (and have our attention) and the moment they want to do something else, they're off. AKA why so many kids say "Why" for exactly 15 minutes straight. It's entertaining to them, not educational. And because it's just entertainment... they retain exactly none of it.
So change the game. Make it educational. Don't get me wrong, that can still be fun/entertaining (don't make it boring!)... but stop being the lightswitch that's fun to turn on and off and on and off just because they're bored and want attention.
My key phrase (that my family friends borrow) is "Do you REALLY want to know?"