We present a novel framework to generate causal explanations for the decisions of agents in stochastic sequential multi-agent environments. Explanations are given via natural language conversations answering a wide range of user queries and requiring associative, interventionist, or counterfactual causal reasoning. Instead of assuming any specific causal graph, our method relies on a generative model of interactions to simulate counterfactual worlds which are used to identify the salient causes behind decisions. We implement our method for motion planning for autonomous driving and test it in simulated scenarios with coupled interactions. Our method correctly identifies and ranks the relevant causes and delivers concise explanations to the users' queries.