Albert Barnes on Matthew 17:23

And they shall kill him, and the third day he shall be raised again, See Mt 12:40. Mark and Luke add, that they understood not that saying, and it was hid from them, and they were afraid to ask him. The reasons of this may have been:

(1.) They were strongly attached to him, and were exceedingly sorry (Matthew) at any intimation that the was soon to leave them. They learned with great slowness and reluctance, therefore, that he was to be treated in this manner.

(2.) They were not willing to believe it. They knew he was the Messiah. But they supposed that he was to be a distinguished Prince, and was to restore the kingdom to Israel, Acts 1:6. But to be betrayed into the hands of his enemies, and be put to death, appeared to them to be frustrating all these expectations.

(3.) Though what he said was plain enough, yet they did not understand it; they could not see how he could be the Messiah, and yet be put to death in this manner. Nor did they understand it fully till after the resurrection.