The question "But why?" translates into French as "Mais pourquoi?" and is actually used more broadly than it is in English. For example, if you'd been having bad luck, you might say "Why me?" in English. In French, you'd say "Mais pourquoi moi?" instead.
Pronunciation and the Silent 'S'
"Mais pourquoi?" is pronounced may por kwa?
In French, if the letter S occurs at the end of a word as it does in "mais" (but), then it is a silent letter and should not be pronounced.
However, there is an exception to this rule: If a word ends in the letter S, and the following word begins with a vowel, then you would pronounce the 'S'. For example, the phrase "Vas-y" (meaning "go on") is pronounced vaz-ee (in this case, the Y also counts as a vowel).
Using "Mais Pourquoi" in a Sentence
You can use "Mais pourquoi" to start a question by following it with an infinitive verb. In French, infinitive verbs are quite easy to recognise, as they usually end with -re, -er, oir, or -ir.
For example, "Mais pourquoi aller aussi loin pour travailler?" ("but why travel all that way for work?") uses the infinitive verb "aller" which means "to go."