At a certain stage of your musicianship, How is definitely more important than Why.
When you’re just starting out, it’s more of a priority just to learn the mechanics of how to make sounds on the harmonica, and to get hooked on music. At this stage, you just need to build basic technique, learn a bunch of songs, and start to get some social experience playing music with other people.
As you get better, you’ll begin to seek out different kinds of challenges. “Can I bend?” becomes “How accurately can I bend?” You might start trying out your campfire straight harp melodies in cross harp.
You’ll be trying to figure out Hey Jude or The Star Spangled Banner, and you’ll find that not all the notes are available in straight harp, but you can get them in cross harp if you bend.
Why do certain songs work in straight harp, but not in cross harp, and vice versa? And when you come down to it, what’s the real difference between straight harp and cross harp?
These are music theory questions, but they’re also questions about technique, repertoire, and how to play music with other people, how to jam. This is important stuff! When you get stuck in one of those areas, music theory can often help you get unstuck.
At the risk of sounding grandiose, learning music theory will open doors to new music and new ways of playing your instrument, and it will give you fresh perspective on familiar subjects.