The most common and most likely answer to this crossword clue is the 7 plus 3 plus 4 letter word WHERE’S THE FIRE
I've seen this crossword clue in The Guardian
W
H
E
R
E
â
€
™
S
T
H
E
F
I
R
E
Buddy explains!
The straight part
We know that "Why the hurry" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case why the hurry = where’s the fire.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.