you answer using a question because the host gives the answer to the question.
It is the 'gimmick' of the show and can cause you to lose the value of the clue if you forget to phrase your response in the form of a question.
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The Jeopardy show has a strange format where they give you a category and tell you the answer or clue within that category and the contestant is supposed to come up with what the question would have been. It's all very confusing sometimes because we know the question the contestants asks is the answer even if they choose to call it a question on the show. On the double Jeopardy round if the Contestant does not phase it in the form of a question in is counted as wrong and they lose the points and another contestant gets to answer (wait shouldn't that be another get to say the question) Anyway that is why.