Wow, what a helpful bunch of people you guys are! Thank you very much for all the thoughtful (as well as funny!) advice.
After some thought (and conversation with Gabe) I've decided to try two things.
If the "why" question comes after a direct instruction, I'm going to respond with "you may ask that question after you obey." I fully expect this to be followed by "why?" but I can just repeat the phrase until he does it. And then answer. I think having a set phrase may help Jonathan understand - just as the words never vary, neither does the expected action.
If, however, he just has a case of the "whys" in general, once I get tired of them I'll just use "why not?"
We'll see how it goes!