There are exceptions to every rule. But for the young criminal defense lawyer (one with less than 10 years experience) there's no exception to this one. Never ask why on cross examination! The witness on cross examination is typically adverse to your position in the case. Asking "why" gives them open season to gut you in front of the jury and a bunch of other people you don't know. Very embarrassing.
The object of a good cross is to compel the witness to admit things they must admit . . . information damaging to your adversary or helpful to you. Each time you ask an open-ended question on cross the door is open for the witness to stick a dagger in your throat.
So it's important that criminal defense attorneys ask only leading questions on cross examination . . . effectively testifying themselves with the witness acknowledging with the obligatory "yes" answer. Instead of asking "Where were you?" we'd ask "You were at your apartment that night." This leaves just enough space for the witness to respond with "yes" but no room for them to give any explanation.
When cross examining a witness you want to get out the important facts that help your case, or hurts their's, and nothing else. When asking "why," you're giving them a chance to explain. Oops! Unless you don't care what the answer is, never ask why! Leave the explanation for your closing argument where the witness has no opportunity stick that dagger in you.