What I understand is that the の is used when an explanatory tone is needed, but is there anything fundamentally different with these statments and which is used when?
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1not sure, but possible relevance here: https://japanese.stackexchange.com/questions/55314/how-does-%e3%81%82%e3%82%8b%e3%81%ae%e3%81%a7%e3%81%99%e3%81%8b-work-in-this-gramatically – ericfromabeno Jul 23 '18 at 16:05
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The former, なんで日本語を話せますか, is plain unnatural, and you should always construct a sentence like the latter. A good rule of thumb is that なんで/どうして is almost always used with explanatory の/ん.
Exceptions:
- Short questions like "なぜか?", "なんでですか?" and "どうして?" do not require の/ん. (Although it's common to add な/の like "なぜなのか?", "なんでなんですか?", "どうしてなの?" The difference is very small.)
- In an embedded question, の/ん is not required.

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