Why did the woman not ask Roger anything about his whereabouts?

It is likely that Mrs. Jones did not want to embarrass Roger. If we look at the text, we can see that Mrs. Jones steered away from asking what could be construed as intrusive, personal questions. Her main focus was on helping Roger make better choices in his life.
In the story, Mrs. Jones asked Roger his name and whether he had had his dinner. When Roger answered that nobody would be home to expect his presence at the dinner table, Mrs. Roger refrained from asking anything else. She did not inquire as to where Roger lived, who he lived with, or whether his family cared about him. Essentially, Mrs. Jones was more interested in Roger than the whereabouts of his home or details about his background.
In response to Roger's reply, Mrs. Jones invited Roger to eat with her. Mrs. Jones focused on making sure the hungry boy was fed before she warned him against stealing again. Her kind, no-nonsense approach made a deep impression on Roger. Although he wanted to say more than a simple "Thank you, m'am," Roger found that he could say nothing when the time came for him to speak.