Why?

My son has started the "why" phase and is going to drive me crazy. I was singing Amazing Grace to him last night and he asked, "Mommy, what's a wretch?". I explained that it is a very sad person and he started an endless tirade of "Whys" that went something like this:
"Why is he sad?"
"Because maybe he lost his dog."
"Why?"
"Because maybe the dog found a bone."
"Why?"
"Because dogs really like bones."
"Why?"
You get the point. We ended the exchange with my child believing that Amazing Grace is a song about a person who is sad because his dog ran away to get a bone and I had a headache. Excellent.