Adam Clarke on John 19:9

Whence art thou? - This certainly does not mean, From what country art thou? for Pilate knew this well enough; but it appears he made this inquiry to know who were the parents of Christ; what were his pretensions, and whether he really were a demigod, such as the heathens believed in. To this question we find our Lord gave no answer. He had already told him that his kingdom was not of this world; and that he came to erect a spiritual kingdom, not a temporal one: Joh 18:36, Joh 18:37. This answer he deemed sufficient; and he did not choose to satisfy a criminal curiosity, nor to enter then into any debate concerning the absurdity of the heathen worship.