Grammar of titles - wh-clause vs. question

I found an article with the title:

Why We Listen to Music

This seem somewhat incomplete to me, because "why we do something" is usually used as the subject of dependent clause like "This is why we listen to music."

I found another article titled as follows:

Why Do We Listen to Music?

The second one sounds fine for me. My questions are these:

1. 
   

   Is "Why We Listen to Music" grammatically correct?

   
   


2. 
   
   

   What's the difference between "Why We Listen to Music" and "Why Do We Listen to Music"?

   
   

Thanks in advance.