Punctuation and meaning - "why might I ask" and variations thereof

"Why?" might I ask.
"Why?" might I ask?

Is the first a declarative stating that you may ask why?
Is the second a question asking if you can ask why?

Does the meaning change if you vary the syntax as follows:

"Why?" I might ask.

Also, can "Might" and "May" be used interchangeably?
If not, how does this change the meaning?

Sorry to have so many questions.
Thanks for reading this, I hope somebody can help!

PS: Did I use thereof correctly? :-)