there will be a lot of ways to say that in Korean depending on contexts. i will write down some examples of it's usage. 1.왜 그래? (다 알면서) you tell me. 2.왜 그래?(무슨 일이야?) what happened? or what's going on? 3.(눈이) 왜 그래? what's wrong with your eyes? (did you get hurt?) 3.(에이) 왜 그래? (별일도 아닌걸 가지고) oh, come on! it's not a big deal. 4.(뭐) 왜 그래? what? what is it? (something's wrong?) etc.. as i said, it will depend on the situations.

그래. Yes. - It's like that(what you said). 그래? Is it like that? 왜 그래? Why is it like that? Why are you like that?

왜 그래 means literally "why is it that way?" but can also be kinda like "WTF". It's also very casual/disrespectful (as it is 반말) and should only be used to those younger than you or to close friends (or people you wish to insult? Haha). The phrase 뭐야 is the same, don't use it to people who aren't close friends. 반말 is very difficult for foriegn learners to get a full grasp of, so I reccomend avoiding it.