“Why does it have to be like this?' I asked bitterly. 'Why does life have to be so short, with all the good things passing quickly. Is it worth living at all?”

Source: The Mark of Athena

Source: Doctor Faustus (1947), Ch. 15

Source: 11/22/63

Si me preguntáis en dónde he estado
debo decir "Sucede."
Debo de hablar del suelo que oscurecen las piedras,
del río que durando se destruye:
no sé sino las cosas que los pájaros pierden,
el mar dejado atrás, o mi hermana llorando.
¿Por qué tantas regiones, por qué un día
se junta con un día? ¿Por qué una negra noche
se acumula en la boca? ¿Por qué muertos?
No Hay Olvido (Sonata) (There's No Forgetting (Sonata) or There is No Oblivion (Sonata)), Residencia II (Residence II), VI, stanza 1.
Alternate translation by Donald D. Walsh:
If you ask me where I have been
I must say "It so happens."
I must speak of the ground darkened by stones,
of the river that enduring is destroyed:
I know only the things that the birds lose,
the sea left behind, or my sister weeping.
Why so many regions, why does a day
join a day? Why does a black night
gather in the mouth? Why dead people?
Residencia en la Tierra (Residence on Earth) (1933)

I Am A Dancer (1952)
Source: Blood Memory

Sakharov Prize for Freedom of Thought Acceptance Speech (2013)

Cf. Bernard Shaw, Back to Methuselah (1921), Pt. I : In the Beginning: I hear you say "Why?" Always "Why?" You see things; and you say "Why?" But I dream things that never were; and I say "Why not?"
Books, Brain Droppings (1997)
Variant: Some people dream of things that never were and ask, Why not? Some people have to go to work and don't have time for all that shit.

Source: The Hidden Oracle

Source: Paris France (1940), p. 8