Adam Clarke on Matthew 9:27

Son of David - This was the same as if they had called him Messiah. Two things here are worthy of remark: 1st. That it was a generally received opinion at this time in Judea, that the Messiah should be son of David. (Joh 7:42). 2dly. That Jesus Christ was generally and incontestably acknowledged as coming from this stock. Mat 12:23.

Have mercy on us - That man has already a measure of heavenly light who knows that he has no merit; that his cry should be a cry for mercy; that he must be fervent, and that in praying he must follow Jesus Christ as the true Messiah, the son of David, expected from heaven.