道 originally does mean “way”, but sooner the concept generalizes to a philosophical idea that means the principle/rule.(The way that the world runs -> the way that the human should follow) So 问道 means search/seek for the way that we should follow. It also implies that we are doing something fundamental, both theoretically and practically, so the title makes it philosophical. (Pay attention to this connotation since not everything can be raised to a philosophical level, suppose if you want ask the way when you were lost, better use 问路 rather than 问道)
Also, it's not appropriate to comprehend as if we were lost so we are seeking the way. According to the context, it means more like we are challenged, we are put into an uncertain world and we need to come up with our own solution, finding our own path. “Questioning the way” gives the audience a feeling that we are doing something essential.
Also worth mentioning that 道 is not a priviledge for Taoism. It's a shared concept among all the Chinese philosophers but everyone gives its own explanation and argues that they are correct. Here is one usage from Confucius, 吾道一以贯之。（My principle is the one and the only/My principle is always the same/My philosophy has a uniform way to understand and practice) There are also some philosophers aiming at unifying different 道 that different philosophers had proposed, the most famous is 王阳明。