Yeah I feel the same way. I never understood the "This may be a stupid question..." framing.
Asking fundamental questions in order to build up to a more complex understanding is the most effective way to learn, I have no hesitation about asking such questions.
One reason for the framing (when used by a senior person or someone in authority) is to give permission to more junior people who may be holding back on their own questions because they are afraid of looking bad.
It can easily backfire. Some one who has an urgent but basic question might refrain from speaking up if, beforehand, a senior prefaces their pointed probing question with "this is a stupid question...".
It's better to just kick things off with naive questions or even use a bit of humor to disarm people, so they don't feel like they have to be "advanced" all the time.
Depending on who is asking, the intention behind such framing is different. For someone in a leadership position, the point is to open up dialog and make folks comfortable enough to ask questions without them feeling they're at risk of humiliation or judgement. For others it may be to signal politeness and deference to the speaker.
Whatever the case, there are more effective, more genuine phrasings to use than to literally invoke "stupidity".
Asking fundamental questions in order to build up to a more complex understanding is the most effective way to learn, I have no hesitation about asking such questions.