On June 9, 1969 the Rolling Stones issued a statement announcing Brian Jones' departure from the group, and a couple of days later the band held a press conference in Hyde Park, London, to present Mick Taylor as their new guitarist. Taylor had been recording with the Stones at Olympic Sound Studios from May 29 on, and on June 30 the band, with Ian Stewart on piano, taped a version of Stevie Wonder's "I Don't Know Why".
Two days later the Stones were back at Olympic, in order to mix tracks for their upcoming studio album. During the mixing of "I Don't Know Why" the studio phone rang. Bill Wyman: "I'd left the others at Olympic Studios just before 2 a.m., where they were mixing tracks for "Let It Bleed". The news of Brian's death was broken to Mick Jagger in a phone call from Tom Keylock's wife. He, Keith and Charlie sat around, dazed and disbelieving".
Brian Jones died on July 3, 1969, and the news was broken to the Stones while mixing a song called "I Don't Know Why". Weird, to say the least. The Stones' cover is played very much in Stevie Wonder's mould. The brass sounds were mixed in later in the year. The track didn't make the "Let It Bleed" album, but eventually got released on 1975's "Metamorphosis". I Don't Know Why.
Adapted from the following sources:
Bill Wyman, Stone Alone, Penguin Books, 1990.
Martin Elliott: The Rolling Stones. Complete Recording Sessions 1962-2002.