Cyril of Alexandria

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.)

Catena Aurea by Aquinas ↗

Theophylact of Ohrid

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.

Catena Aurea by Aquinas ↗

Bede

But they did not understand this saying. This ignorance of the disciples arises not so much from slowness as from love, because they, still being carnal and ignorant of the mystery of the cross, could not believe that he, whom they knew as the true God, could die. And because they were accustomed to hear him frequently speaking in figures, they thought even those things which he spoke concerning his being delivered up referred figuratively to something else.

On the Gospel of Luke ↗

Bonaventure

And since this was a hidden mystery, therefore there is added: But they did not understand this word, and it was veiled before them, so that they did not perceive it; because they were still unlearned and natural and did not understand past things, therefore neither future things: whence Ecclesiastes 8: "He who is ignorant of the past can know future things by no messenger." Indeed, and because they were not yet perfectly instructed, therefore it is added: And they were afraid to ask him about this saying. …

Commentary on Luke, Chapter 9 ↗