[question] ? [answer] 。
为什么 + [clause] ? 因为 + [clause] 。
什么 + 是 + [noun] ? [noun] + 就是 + [noun phrase] 。
设问 is a question the writer asks and then answers. Nobody is expected to reply; the question makes the reader stop and wait for the point. It opens paragraphs in essays, speeches and presentations.
为什么, 什么是, 怎么办 and 原因是什么 do most of the work. The answer follows in the next sentence, often picking up a word from the question.
A 反问 asks a question and gives no answer, because the form already asserts the opposite. A 设问 always answers.
A question word already makes the sentence a question, so 吗 does not go on it.
And the answer has to follow in the next sentence. Without it, the reader takes the question as a real one, or as a 反问.