Normally, question and answer are two sentences in their own right.
Occasionally, one may construct a sentence where one answers a question within. In that case, yes, the answer is a clause, and is separated by a comma.
Why did the chicken cross the road, to get to the other side.
This is an awkward construction making the Why did redundant. However, it has the advantage of presenting a complete argument in an integrated sentence.
The first thing … is to get rid of the business owners'/leaders' ego. Why am I saying this, because there are people out there who can do it better than you … (Building a Team)