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?
To us native speakers, 「好奇心」 is a fairly big Sino-loanword and we do not use it as often as English-speakers might use "curiosity" in informal situations (or out on the street with a stranger, so to speak).
Natural ways to say "I'm just curious but ~~" or "Just out of curiosity, ~~" would be:
Informal:
「ちょっと[聞]{き}きたいんだけど～～」
「[参考]{さんこう}までに～～」
「参考までに聞くけど～～」, etc.
More formal:
「[少々]{しょうしょう}お[聞]{き}きしますが～～」
「[参考]{さんこう}までに[伺]{うかが}いたいのですが～～」
In formal situations, you could use 「好奇心」 if you wanted to and say something like 「ほんの好奇心から伺いますが～～」. 「ほんの」 means "just". "mere(ly)", etc.
There is also
「[後学]{こうがく}のために〜」
which would mean asking so that it could be used for future reference.
But in plain use is pretty much used as "out of curiosity", it can be used in informal and formal situations since it implies that what your asking has some value above mere curiosity, which is kind of more polite, just a bit.
