Why did Mogharāja need to ask his question three times?

“Twice I asked the Sakyan,” said venerable Mogharāja,
“but the Visionary did not answer me,
if asked up to a third time the Divine Seer answers, I have heard.

“This world, the other world, the Brahma world with its Gods:
one does not know what view of this the reputable Gotama has.

“So, to the One With Excellent Sight, I have come in need with a question:
Looking on the world in what way does the king of Death not see one?”

“Look on the world as empty, Mogharāja, being always mindful.
Having removed wrong view of self, in this way one will cross beyond Death.
When looking on the world in this way the king of Death does not see one.”
Snp5.15

Does it imply that we have to be careful with the concept of anatta lest we fall in to an intellectual black hole ?

Asking the Buddha something three times is a tradition in Buddhist scripture. You even see it imitated in Mahāyānika & Tantrika scriptures.

I wonder if it was due to being cautious about the material about to be said as per the OP’s suggestion, whether it was a general śramaṇa tradition of asking in a certain way that was taken up by the early bhikṣusaṃgha, whether it was a dramatic storytelling flair to have a question asked three times, whether the repetition is a mnemonic device for the transmission of the story (i.e. to make sure the question is remembered) from chanter-to-hearer, or any combination of the above?

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Mogharāja = king-of-stupidity

…do you believe in rebirth. Do you believe in Brahma?

I assume the Buddha would have been inundated by people who actually had worthwhile questions to ask and discouraged others coming after him. But Mogharāja might have actually been intelligent enough because the Buddha teaches him Anatta.

Someone might fall into an emotional low trying to suppress their sense of self. This could happen if someone is very faithful but Anatta is to be realised. The way into it is to understand the panachaskandha.

Suppose I ask once and am 90% sure.
Suppose you hear me once and are 90% sure.

Suppose I ask twice and am now 99% sure.
Suppose you hear me twice and are now 99%sure.

Suppose I ask you thrice and am now 99.9% sure.
Suppose you hear me thrice and are now 99.9% sure.

That is statistics: 0.1 * 0.1 * 0.1 = 0.001 = 0.1% doubt.
(assuming mutual independence, careful thought and not simple repetition)

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Sometimes, there seems to be a reason the Buddha is reluctant, and sometimes he even says what that reason is. Here, there is no explanation, so we are really left to speculate. The commentary explains that the Buddha didn’t rely at first because Mogharaja wouldn’t have understood: he needed to hear more of the other conversations first. It’s a reasonable explanation.

I haven’t seen a comparative study of this passage, but perhaps that might yield something.

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Maybe the Buddha wanted him to reflect about his own question a bit more or there’s another case where he rebuked a monk with many years in the dispensation who asks him to teach him the dhamma in brief. He doesn’t answer his previous attendant, King Pasenadi Kosala and some actors as he knew the answer wouldn’t be helpful or upset him.

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