From the movie 'Wanted':
We don't know how far the ripples of our decisions go. We kill one, and maybe save a thousand. That's the code of the Fraternity. That's what we believe in, and that's why we do it.
Here, what is clearly a fused relative word.
That's what we believe in means "That's the thing which we believe in."
Similarly, that's why we do it also means "that's the reason why we do it" or "that's the reason we do it."
But CaGEL* seems to say 'why' here is an interrogative word. For example, CaGEL says (Page 1077, FN 19):
Why (which has no counterpart in ·ever) appears freely in the interrogative construction, as in This is why I’m leaving, but is marginally possible in the pseudo-cleft: Why I’m leaving is that/because there’s no opportunity to use any initiative. It does not occur elsewhere in fused relatives.
[Emphasis in bold is mind.]
Does this mean why in 'Wanted' is not a fused relative word but an interrogative word?
*The Cambridge Grammar of the English Language by Huddleston & Pullum