That's where you discover that:
- he takes NOTHING as assumed
- he works A LOT (usually not shown on screen, but sometimes mentionned by him, and you can infer that a given piece of information took a lot of time to discover)
- he always starts from the ground up, asks (what seem to be) stupid questions
- All of his actions are here to close the options. Conversations are done with no malice, but with that clear objective in mind.
I do a lot of the Columbo way at work, and it works surprisingly well.