Released on the 2005 compilation album Boxed, 'Don't Ask Me Why' stands as a defining track for Eurythmics, showcasing Annie Lennox's distinctive vocal delivery and the duo's signature blend of new wave and electronic textures. The song captures the band's evolution during the early 2000s, maintaining their characteristic atmospheric production while addressing themes of emotional confusion and relationship dynamics. As part of their broader discography, the recording reflects a period where the group continued to explore complex sonic landscapes, balancing synth-driven arrangements with Lennox's powerful, emotive singing. The track remains a notable example of their work from this era, offering a poignant exploration of human connection through a polished, contemporary lens that honors their earlier innovations.