They are good ice breakers
There's no mystery about why it does get results, of course. You're basically breaking the ice and inviting responses from other members. Copywriters might say that a question has an implicit "call to action". Also, considering that so many tweeps are just tweeting links and quotes and the like, question marks tend to stand out in their streams.
They attract experts
Not only is it a good way of connecting with people generally, I think it's effective for engaging with particularly helpful and knowledgeable tweeps. These are the kind of people who will be willing show their expertise about a subject by answering it, after all. So it's a good idea to keep your questions closely related to your niche and specific in nature if you can.
Results vary according to niche
I've been using this tactic occasionally across different accounts. I have noticed quite a difference in its effectiveness between them. For example, when I'm logged into my SEO and social media related account and ask a question, I get the odd answer here and there. And the tweeps who do respond tend to give me their answer and that's about it.
But if I do the same thing when logged into my politically themed account, I get many more responses. And these connections tend to develop into muti-tweet discussions or arguments. I think the reason for this is because politics engages the emotions a lot more than than subjects like social media use do.
Related ebook: Twitter Marketing Tips to Help You Make Money with Twitter.