Not a strange question at all. Each driver (i.e. a given model) has different frequency response characteristics. They are usually measured 1m away, with 1W of power (shown as 1W/1m). Obviously a 15" subwoofer will be have a high response in the double-digits, whereas it will be horrible at 5KHz. That is where the crossovers come in. Each driver "rolls off" toward the edges of the range it can cover. It should ideally be flat across its primary range, and evenly taper off at some steady rate (not necessarily linear).
The driver that will cover an adjacent range (e.g. a tweeter) should have a similar (but opposite) rolloff. Where they intersect is typically (though not always) used as the crossover frequency. The crossover limits what audio gets sent (based on frequency) to each driver, but instead of cutting it off at an exact frequency, it rolls off as well (similar to the frequency response (FR) of the driver). Even though there's a combined "dip" where the two drivers crossover (they're both sloping down, but opposite directions), the fact that both of them are reproducing the sound at the crossover frequency gives it an increase in SPL/volume, which brings the FR up overall, creating a flatter response.
Note that a flat FR is not the end all of a quality speaker. You can have a completely flat FR from 20Hz-20KHz for two different speakers and they can sound completely different. In other words, have different characteristics, such as "tinny", "harsh", "smooth", etc.. The FR just measures the loudness at a given frequency (or range of freqs).
I hope that helps, and doesn't confuse you more...