Thus we say: You never know, which is why. but You never know. That is why. And goes on to explain: There is a subtle but important difference between the use of that and which in a sentence, …

Why is used here as an interjection. According to Merriam-Webster: —used to express mild surprise, hesitation, approval, disapproval, or impatience In my …

Possible Duplicate: Where does the use of “why” as an interjection come from? This is a common English phrase that I'm sure everyone has heard before. However, I find it puzzling.

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