With matters of etiquette, such as which hand to use for the fork, or matters of personal preference, such as which wrist to use for one's watch, I don't think "Why?" questions are intellectually substantial enough to be worth asking more than once or twice. But philosophical and scientific questions are intellectually much more substantial, much deeper. There it makes excellent sense to keep asking "Why?" questions for as long as those questions remain well-posed. You're right that we don't want a loop -- a circle -- of "Why?" questions, because in that case a question reappears after it has already been adequately answered. But a loop is different from a regress of questions, which may be finitely long or indefinitely long. On whether an indefinitely long regress is always something to avoid, see this SEP entry.
Is there any way to escape an endless loop of "why"? Like when I was a kid I constantly asked my parents how something works and then it went to why something works. After they responded then it went to another why that went deeper and so on and so on. Similarily we can endlessly ask 'why' on matters like oughts of with what hand should I hold fork or on which hand should I wear a watch etc. So is there a way to escape it? Something like fact about ourselves comes to mind (i.e. because I want to do so) but that seems trivial or problematic in some areas (morality).