Learn English – “can you tell me why to do?” & “can you tell me why not to do?” these two Questions only can replace by meaning of should & shouldn’t

In this context, may means that you have permission to do something, so may not means you are not permitted to do something.

should is generally interpreted less strictly, as describing a desire or strong suggestion, rather than a requirement. So should not means that they would prefer or recommend you not do something, not that it's prohibited. For example, You should not go swimming during a thunderstorm.

Sometimes these can be conflated, though. You should not drive above the speed limit, because it's against the law and you might get a ticket.

While one is talking the other may be responding non-verbally. So, in my opinion there is some sort of conversation/ dialogue, or duologue as you please.