"Why is it wrong?"
왜 그렇게 안 돼요? sounds odd. It's more like "Why can't we make it so?" or "Why can't it work that way?".
What you're looking for is 그렇게 하면(if you do so), which is usually shortened to 그러면.
We can say it a few different ways.
- 왜 그러면 안 돼요? Why is it not okay to do that/so?
- 왜 그것은/그러면 나빠요? Why is it bad? / Why is it bad to do so/that?
- 왜 그것은/그러면 옳지 않아요? Why is it not right? / Why is it not right to do so?
어째서 (how, why, in what way) is used as widely as 왜 in such contexts.
So 어째서 그러면 안 돼요? has about the same meaning.
If "wrong" is taken as "incorrect", 어째서 sounds more appropriate than 왜 since it is now more technical.
- 왜 그건 틀려요?: Okay, but 왜 might sound slightly odd sometimes.
- 어째서 그건 틀려요?: more natural.