Why hadn’t he asked her for her phone number? (showing)
She wondered why he hadn’t asked her for her phone number. (telling) No, she didn’t want to think about it. Too painful.
In the first example, the question is very blunt and emotional.
In the second example, I chose to keep the reader distanced from the emotion because the character herself is trying to distance herself from the emotion. The telling achieves the same sort of emotional distance or denial that the character is going through.
So, if you have a reason for telling, go for it. Sometimes it’s more effective.