Dr Krishna Chandra Bhattacharya (1875-1949) was a philosopher at Calcutta University who studied one of the central questions of Hindu philosophy, which is how mind, life or consciousness creates an apparently material universe.
His answer was that the question itself is illegitimate, because it is asked from a position anchored in maya (illusion). On attaining knowledge of Brahman, illusion drops away and there are no more questions. The last knowledge that an individual has as an individual is the knowledge that all this is mere illusion. Beyond that is only the blissful residing in Brahman. Until then, "why" is a matter of faith, not reason.