Here's why:
* Conjunctions connect words, phrases, or clauses. Examples include "and," "but," "or," "so," etc.
* Interrogative adverbs are used to ask questions. "Why" specifically asks for a reason or explanation.
Let's look at an example:
* Conjunction: "I went to the store and bought some milk." ("and" connects the two actions)
* Interrogative Adverb: "Why did you go to the store?" ("why" asks for the reason for going)