John Chrysostom

"But whereunto shall I liken this generation?" saith He, "It is like unto children sitting in the market place, and saying, We have piped unto you, and ye have not danced; we have mourned unto you, and ye have not lamented." This again seems to be unconnected with what came before, but it is the most natural consequence thereof. Yea, He still keeps to the same point, the showing that John is acting in harmony with Himself, although the results were opposite; as indeed with respect to his inquiry also. …

Homily on the Gospel of Matthew 37 ↗

Jerome

They say therefore, We have flayed music to you, and ye have not danced; i. e. We have called on you to work good works to our songs, and ye would not. We have lamented and called you to repentance, and this ye would not, rejecting both preaching, as well of exhortation to virtue, as of repentance for sin.

Catena Aurea by Aquinas ↗

Hilary of Poitiers

By the children are meant the Prophets, who preached as children in singleness of meaning, and in the midst of the synagogue, that is in the market-place, reprove them, that when they played to those to whom they had devoted the service of their body, they had not obeyed their words, as the movement of the dancers are regulated by the measures of the music. For the Prophets invited them to make confession by song to God, as it is contained in the song of Moses, of Isaiah, or of David.

Catena Aurea by Aquinas ↗

Thomas Aquinas

And calling to their playmates. The sense is this: suppose that some boys are in one place and others in another, so that some should sing and some dance; one group does one thing, the other is to react. If they sing and the others do not respond according to their role, the former are hurt and say: We sang to you and you did not dance. Against nothing so moves the spirit as song; hence Boethius in his Music tells of a person who was arguing with another in Pythagoras' presence, and the others conversed in song. …

Commentary on Matthew ↗