I can of course make no authoritative claims here, but I have noticed one overarching theme among smart people: they ask questions. When someone explains something new to me, I’ll usually just nod my head like I know what they’re talking about. If I don’t understand something, I’ll just Google it later. After all, I don’t want this person to think I’m a moron. Smart people are different. If they don’t understand something, or even if they think they understand something, they’ll ask questions.
Another reason I think many smart people ask questions (besides to understand something better) is that they are engaged listeners and tangental thinkers. The new ideas they are receiving spark connections to existing things they know; help them see areas where they are missing the necessary details for a connection to something else, etc. This process and natural curiosity makes it easy to come up with questions. (thanks Rands)