Asking why is often done out of caring. One of the players on the team played baseball with my son. If he were to quit I would like to know why. If he said "I'd rather not say" I would definitely respect and honor that by not asking anything more. So nothing is wrong with asking why.

Also many people in this situation want to be heard. What is wrong is not respecting and/or criticizing their decision, which asking why doesn't do.