"Why do you ask?" is somewhat polite "NT speak" for, "I'd like to know why you want to know, because what you are asking is kind of personal in my opinion."
Asking the question takes the pressure off of you to answer, and puts it back on them to explain why they feel they should know. It also alerts them that you think maybe it's not a good idea for them to know, depending on their answer.
What constitutes a "personal question" differs from person to person.
"Where are you from?" or "Where do you live?" Are usually just common questions people ask as a way to "get to know you." Most people don't consider questions like that to be "too personal." Others do. Everybody has different levels of comfort in sharing information about themselves. Asking questions is the only way to find out what another persons comfort level is.
Nothing at all wrong with letting them know when a question is too personal. Saying "MYOB," or something like it, is kind of rude. Asking a question like "Why do you want to know," isn't rude at all, but does alert the person that you are definitely not comfortable with them asking.
Aspies are not the only ones who don't like answering these types of questions. Being careful who you share information about yourself with, in this day and age, is a concern for a lot of people, and for damned good reasons.
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I'm not likely to be around much longer. As before when I first signed up here years ago, I'm finding that after a long hiatus, and after only a few days back on here, I'm spending way too much time here again already. So I'm requesting my account be locked, banned or whatever. It's just time. Until then, well, I dunno...