Feynman doesn't argue against asking why; he just says that you'll eventually reach a question he can't answer in the allotted time, or perhaps that he can't answer at all. If he didn't think recursively asking why magnets repel each other as in the video was a good idea, he probably wouldn't have won the Nobel prize for his work on quantum electrodynamics.
> Regulation is sufficient explanation for why something has a minimum price.
I read the original question of "Why are championship chess sets so expensive?" as two questions:
1. Why do chess championships use specific chess sets?
2. Why are those chess sets expensive to make?
The second question is easily answered, but I'm more curious about the first, and I think others here are as well. I'd probably be content with just one layer of why, such as "the regulators have an interest in the company that makes them" or "in the X year championship, Y problem occurred due to a substandard chess set".