Having a question that you can't answer is frustrating, but it's also intriguing. It's the reason that cliffhangers leave us wanting more. Even when we know sequels often fail to live up to the hype, somehow this dynamic is irresistible.
For example, when someone tells us "not to look", the first thing we want to do is look. Even when we know that what we're being asked not to look at is boring, it can be hard to move on. Speculating on what it is can be interesting in and of itself.
So, if you find yourself with a question that you can't answer, consider whether it's worth answering because someone may be using this dynamic strategically to capture your attention. Depending on the effort required and the value of the information, you may be better off leaving it unresolved.