What are the cars _________.
is a question form of the statement:
The cars are __________ what.
In that pattern, what is a direct object:
What are the cars burning? (that is, what kind of fuel?)
The cars are burning diesel fuel.
Since happen is an intransitive verb, it does not take a direct object. We cannot say:
The cars are happen what. ungrammatical
And since we cannot make that statement, neither can we ask the question
What are the cars happen? ungrammatical
To happen means 'to occur'. An event occurs. An action happens.
This car's door is dented! Something happened to the car.
The prepositional phrase to the car after happened expresses the idea "event occurred having an effect on the car".
Something happened which produced an effect on the car.
Something happened to the car.
What happened to the car?