You can often indicate in context that the question is rhetorical, ensuring the reader will accept it as such and not seek an answer to the question in the next sentence. For instance, the words "ask yourself", prefacing the question, are a common trigger phrase indicating that the asker isn't expecting to receive an answer.
I agree with Jay that this shouldn't be overused. You can generally get away with more of it in a narrative, especially when a character is introspecting in the first person:
Why am I doing this, she thought. What's the point if it's all going to come crumbling down eventually?
In the context of the sentence, the reader can understand that the question isn't meant for them specifically, or for anyone else in or out of the story. The question is meant for the character asking it. The purpose in writing this introspection, however, is to make the reader place themselves in the character's shoes and ask themselves why she would do [whatever the character's doing] even though it would all come crumbling down eventually.
The answer may be helpful to further the story, or in the reader's actual life, or maybe not, but it's an invitation by the author to the reader to get more engaged with the character and the story by thinking about what the character's doing and why.
However, too much, and there really isn't any specific dividing line, you should just know when you've crossed it, will sound preachy, or it will sound like the author doesn't really know why his characters are doing what they're doing and is asking you to fill in the blanks of his story.