Why (the hell) are we supposed to listen to you?
The `we supposed to ' implies that we do not have a choice about listening to this person. Most likely, given the previous statement, this person is a teacher and the speaker is a student.
Please tell the meaning of `we do not have a choice about listening to this person'.
You can turn the radio off or walk away from a friend if you don't want to listen, but you have less control over a teacher- normally, the power relationship obliges you to listen whethere you want to or not.