Yama: Why were sunglasses invented?
Yudhisthir: So that shy men can ogle at women while keeping a clear conscience.
Yama: How to be happy?
Yudhisthir: Fake it. If you can successfully fake happiness, that would sadden your enemies, which in turn would make you genuinely happy.
Yama: Cats apparently have nine lives, but dogs have just one. Why?
Yudhisthir: That's the price you pay for being man's best friend. Nobody likes us you see...
Yama: Why do kids cry first thing after they are born?
Yudhisthir: They know what they are getting into.
Yama: Why do people marry?
Yudhisthir: So that divorce lawyers don't starve.
Yama: Who popularised green tea?
Yudhisthir: Even I'm looking for the idiot.
Yama: Finally...why did Katappa kill Bahubali?
Yudhisthir: (Sighs)...In the long run we are all dead.
* More Yama-Yudhisthir Q&A
here and
here