Yeah, questions which imply you don’t know something you should know is fucking lame. “Why did I marry you?” “Why did we come to Kentucky?” Questions like that continue at many levels and they suck.
We say “don’t ask questions” but what we mean is “try to not be surprised.”
I point this out because “don’t ask questions” is one of those pieces of improv advice that I’ve always thought does a bit of damage down the road as it helps at first. You need to ask questions because questions are such common things in every day conversation — it’s very hard to sound like a natural human being without asking each other questions.
But you DO have to be able to avoid acting surprised, unless your scene partner specifically needs you to be surprised and a lot of times even then it’s not needed.