Why Jesus died on cross?
To save humanity.
How his death could save humanity?
People's sins died with him.
Okay, but how?
Because he's the Son of God.
Why he is the Son of God?
...but why?
...I have no idea.

And so on. Same applies to Lost. It's not important to answer all of the questions- "Every question I answer will simply lead to another question.". Thank you.

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