The line comes from Metal Gear Solid 2: Sons of Liberty, the 2001 stealth game from Konami starring Solid Snake. In the game, Snake often finds himself caught in conspiracies and situations that are deliberately hard to follow, so a bewildered question fits his character perfectly. Clipped from gameplay and dialogue, the short line spread through soundboards and video edits as a ready-made reaction to confusion, and it remains popular because it is instantly recognisable to players while still working for viewers who have never played the game.