Mille sinä naurat?

English Translation

Why are you laughing? / To what are you laughing at?

The translation still works, but it could also be thought of as “(To) what are you laughing at?”

Wouldn’t miksi be the natural choice for why?

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Yes. “Miksi sinä naurat?” Would be the equivalent of “why are you laughing?”

“Mille sinä naurat?” is more akin to

“what are you laughing at/about?”

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