[4] Wichita Beacon reviewer Terre Johnson stated that "Why Me" (along with "Babe" and "Love in the Midnight" from the same album) incorporates Styx' first use of strings and horns and that those instruments "provide effective textures.

"[5] Ultimate Classic Rock critic Eduardo Rivadavia regarded "Why Me" as one of the songs on Cornerstone that combined "Styx’s familiar hard-rock foundation and instrumental prowess...with incrementally catchy choruses, gorgeous three-part harmonies, loads of bright synthesizers and even saxophones" while avoiding "the complicated arrangements or cerebral wordplay" from Styx's earlier records.

Billboard compared "Why Me" to songs by Queen and Supertramp, describing it as a "high gloss, multi layered midtempo rocker with its fresh harmonies and thoughtful lyrics" and also praised the saxophone and guitar solo.

[7] Cash Box called it "an intriguing blend of regal electronic arrangements and bubbly keyboard phrases.

"[8] Record World called it a "dramatic pop-rocker," saying that "DeYoung's rousing vocals play off a lilting keyboard that transforms into a progressive instrumental break.

[18] Rolling Stone critic David Fricke said it was "enlivened by a bouncy beat and a hint of horns, [and] boasts yet another hook on which you could hang your AM radio.