This is an excellent question. Only in Christianity and Islam does it apply, though.
You see, if you are going to be shunned, tortured, even killed, it is in the interests of survival to "not question" ANYTHING put across by the dominant faith, especially if they also have political power.
Otherwise, there is no situation where this applies.
Question the Greeks bearing gifts.
Questionj anonymous bequests of millions of dollars.
Question the myriad features of our universe.
Oh, and don't question your mom when she says don't touch that hot stove--at least wait until after you obey her!