I seem to be seeing this hideous abortion of a phrase all over the place these days. It's used by people who want their writing to sound like the author is well-read and intelligent, but it has the unintended effect of making them look stupid to people who know what the word "hence" means.
Don't know what the word "hence" means? It means "therefore" - or, more to the point of this post, it means "That's why." So, if you write "hence why," you're actually writing "that's why why."
A close companion of "hence why" is "whom" used for the subject of a phrase instead of the object. And if you don't know what that means, here's a tip: don't use the word "whom." You'll just make yourself look a twat. Use "who" instead, no-one will complain.