"why our intelligence agencies aren't so smart" n'est pas une question, c'est une déclaration. Si vous voulez l'exprimer comme une question, vous avez raison, if faut utiliser la formation "pronom interrogatif + auxiliaire + sujet + verbe", comme ça: Why are our intelligence agencies not so smart?

"why" does not act as a question word here. The sentence is not a question but a statement. Think of the statement beginning with some words which have been omitted: "(These are the reasons) why our agencies...." It is the same rule for all question words except "who" e.g. "I do not know where he went" "I just saw how you caught that fish - it was amazing!" For "who" you write e.g "I do not know who did this" It has a different structure because the subject is unknown in "who" questions.