Here's why:
* Pronouns stand in for nouns.
* Interrogative pronouns are used to ask questions.
* "Which one" is a phrase that functions as an interrogative pronoun, asking for a specific selection from a group.
Examples:
* Which one did you choose? (Which one = pronoun, asking about a specific choice)
* Who is coming to the party? (Who = pronoun, asking about a person)
* What is your favorite color? (What = pronoun, asking about a thing)