"why of all" is a perfectly acceptable phrase in written English.
It is typically used to express surprise or confusion at a situation. For example, you might say: "Why of all people did she choose to marry him?".
It is the why of all art.
So, why, of all possible musicals, has he chosen "Let's Face It" for his American debut?
And why, of all New Yorkers, should Van Arsdale have been designated for post-jihad attention?
But why, of all composers, does Dvořák need such exclusive attention?
"I asked him why of all people he had chosen me," Mr. Benetton writes in the Leleque Museum catalog.
So why, of all the scripts she must get sent, did she decide to do this one?
It's this near-magical combination of legend and invisibility that explains why, of all European cities of repute, Trieste seems the least spoiled.
Why, of all the spectacular and deadly fires that New York has seen, does this particular blaze continue to burn so brightly in the city's collective memory?
Most infuriating, almost no research is being done on what causes these tumors or why of all central nervous system tumors, only this one strikes more women.
But the question I asked myself was why, of all possible movies, was that highly unlikely candidate for an IMAX screening the one that sprang into fantasy?
Asked why of all his roles he would most closely identify with an African-American character, he said the answer might lie somewhere in his upbringing.
