I have no research to back this up, but I think the need to understand everything may result from low self-esteem. Specifically, when not knowing something, people with low self-esteem may feel stupid. To eliminate this feeling, they† focus on learning. It is a good adaptive mechanism, especially compared to maladaptive ones like avoidance behaviors. A potentially better one is learning not to derive self-worth from how much we know or how others perceive us.
† Some of them, not everyone, on average, etc. Also, different people have different motivations. Not everyone who has a curious mind has low self-esteem. People are complex.
† Some of them, not everyone, on average, etc. Also, different people have different motivations. Not everyone who has a curious mind has low self-esteem. People are complex.