They made no connection apparently between the Father and the Son.
Sometimes Jesus' apostles did not quite get the finer points of something, but they had really no problem with the teaching, especially when He said clearly what He meant. But this is the world we are talking about here.
That is why they were so confused. They were using their conception from their worldly tradition rather than from the word of God, and therefore they could not reach a right judgment about who He was and what He was doing.
