There is Upaniṣad, Kena. And Sanātana Gosvāmī, when he approached Caitanya Mahāprabhu, he also inquired this "Why?" Ke āmi, kene āmāya jāre tāpa-traya (CC Madhya 20.102). "Who am I? Why I am put into this miserable condition of life?" That is intelligence. He was minister. He could understand that, "I am minister. People adore me as very learned man."
He said that to Caitanya Mahāprabhu. Grāmya-vyavahāre paṇḍita, satya kari māni: "My dear Lord, these common people, my neighbors, because I am minister and I'm supposed to be educated, I know little Sanskrit, I know little Arabian language, they call me paṇḍita, learned man, very scholar and versed. I, to tell You frankly, I do not know what I am. So what is the value of my education? I do not know." Ke āmi, kene āmāya jāre tāpa-traya. "What I am."