Luke 9:45

Now some one perhaps will say, How were the disciples ignorant of the mystery of the cross, seeing that it was touched upon in several places by the shadows of the Law? But as Paul relates, Even unto this day, when Moses is read, the vail is upon their hearts. (2 Cor. 3:15.) It becomes then those who approach Christ, to say, Open thou my eyes, that I may behold the wonderful things out of thy law. (Ps. 119:18.)

This ignorance of the disciples proceeds not so much from slowness of understanding as from affection, for since they were yet carnal and ignorant of the mystery of the cross, they could not believe that He whom they thought to be really God would suffer death. And because they were often accustomed to hear Him speak by figure, they thought that He meant figuratively something else, by what He said of His betrayal.

Now our Lord in condescension to their infirmities and governing them with a kind of economy, did not permit them to understand what was said of the cross; as it follows, But they understood not. Mark also the reverence of the disciples in what follows, And they feared to ask him of that saying. For fear is the first step to reverence.