In English, I often say "I'm just curious, but...". The best phrase I've come up with for this in Japanese is
「[好奇心]{こうきしん}だけですが・・・」
but I've never heard a native speaker use this.
I recently saw 「なぜなのか気になりますが・・・」, but that sounds strange to me as well. Is this just something that isn't said, or is there a totally regular phrasing for this that I just haven't yet found?