Consider the slight difference between the two following sentences:
Do you love her?
Don't you love her?
The first is a mere question that requires an answer — yes or no. The second implies surprise. The asker would assume that he does love her, but has some (indirect) evidence for the contrary and is expressing his surprise with a negative interrogative question.
Now, the same difference is between:
Have you ever thought...?
which is just a question with no special implication of surprise, and
Have you never thought...?
which implies that the person who's asking expects one to have thought about it.
Using never in an interrogative question makes it negative-interrogative, e.g. "Aren't you...?" "Didn't he...?" "Won't they...?" etc.