Let us say I want to know why the sky is blue, my understanding is that I can ask you: "Why do you think the sky is blue?" regardless of whether you have thought about it before or not. It seems from the moment you hear this question you start thinking about it.
On the other hand, let us say my friend told me he thinks that life exists on Mars. Then I can also ask "Why do you think life exists on Mars?" It seems to me that these two situations are different. In the first situation, what if your reply were "I don't think the sky is blue. Why do you think that I think the sky is blue?"
Are there ways to slightly modify either or both questions so as to indicate the difference between these two situations?