I see. Well, it would have to be a case like this:
I asked exactly what I wanted to, regardless of any embarrassment it might cause to others.
Here nothing identifies what was actually asked. The hanging to makes the statement loop back on itself by implying wanted to ask. Hence, that which.
Similarly, I asked what everyone feared I would.
And here's a nice ambiguous one:
I asked what was on the mind of everyone present at the meeting.
Did I ask those questions that everyone else also wanted to ask? (that which)
Or did I ask each person his opinion, saying to each, in effect, "What's on your mind?" (interrogative)
CJ