In this expression, (why thank you) there seems to be a question with a statement of gratitude. I have heard it all of my life growing up in Texas. I can even remember hearing it in the voice of Foghorn Leghorn "Why, I say why thank you." Is it just southern colloquialism? Another quote from Foghorn to end my question, “What’s it all about boy, elucidate!”


In this case the 'why' is an interjection, rather than an interrogative. A much longer answer has already been provided

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