Released as the third single from What You Don't Know, "Tell Me Why" continued a successful streak for the group on the Billboard Hot 100 chart when it peaked at #9 in early 1990. It was Exposé's seventh consecutive top ten hit on the Hot 100, dating back to "Come Go with Me" in April 1987. Remixes of the song were popular in U.S. dance clubs, allowing it to reach #3 on the BillboardHot Dance Club Play chart, the group's fifth top ten single on this survey. The song reached the lower region of the UK Singles Chart, spending one week at #97.
The music video shows the members of Exposé lip-synching the song interspersed with scenes implying urban gang violence. Lyrics such as Give me a reason for all this senseless crime / We can change it, why they have to die support an ultimate message of appealing to stop these sorts of activities. The video concludes with images of children playing and singing together on a playground.