The choice of language, namely French, to illustrate a dialogue of incomprehension, I assure you, is totally accidental. Not · illustr. by Guacamole Goalie

Whenever an attempt to communication or action fails, people get very creative when they encounter a lack of understanding. Both German and English have a vast repertoire listing expressions of incomprehension.

Proceed In The Face Of Utter Incomprehension -  Of course, people should always follow that rule, however, we have so many ways to let others know that we just didn’t get what the heck he or she was talking about. Buh-n-howf? 

You shouldn’t rush things (2 Lingo Bingo episodes on 1 day… Is it Christmas already?), but I really can’t help publishing this very saying. All I can say is that I was talking to Julia (you really don’t want to have the context in that case). The saying is US American (I couldn’t possibly put that to the Austrian Special!):

Why close the barn door after the horse is gone?

Meaning: Why should we spend time to prevent a problem/incident that has already happened?

I just couldn’t find an equivalent. Sorry. Maybe you do know a German saying that deals with the same topic.