In "Anthem for Doomed Youth," Wilfred Owen is attempting to convey his opposition to World War I. Owen wants to show the sorrow that war brings and its utter wastefulness (as it destroys the lives of so many young men).
The use of a rhetorical question to open each stanza is meant to help him accomplish this goal. By using a rhetorical question to begin the stanza, he invites the reader to think about that question. This allows the reader to be more of a participant in the poem.
When one wants a reader or listener to truly understand and buy into ones point of view, the use of rhetorical questions is effective because it gets them to think about things for themselves. As an example, teachers know this and often try to ask questions whose point is to get students thinking rather than having them just listening to the teacher's talk.