Observation: After the transfiguration, Peter, James, and John ask Jesus about Elijah, and specifically the prophesy that Elijah returns to prepare the way for the Messiah. Jesus points out that is true, and states Elijah has come (in some tellings, clarifying that it is John the Baptist). He also points out that the authorities - even though they were anticipating a prophet to come along declaring repentance against sin just like Elijah did - rejected John when he arrived, proclaiming the coming the Messiah and baptizing any so they can repent and prepare.
In the center of this answer, Jesus then asks his own question. The question is far more complex than it appears because Jesus has set it up within the context of both the prophesy of, and reality of the outcome of, the Elijah/John conversation. In fact, he sets up a multi-part context, poses a leading question, and then actually answers that question. Deconstructed, the context, question, and answer, then, is really this:
-- The Jews are anticipating the coming of Messiah.
-- In connection, the Jews are looking for an Elijah-like prophet to come first.
-- An Elijah-like prophet DID come to prepare for Messiah.
-- Question: Then why will the Jews reject and kill the Messiah?
-- Answer: Because the Jews rejected and killed the Elijah prophet.
In many conversations before and after this incident, Jesus is trying to prepare the disciples for the idea that, even though he is Messiah - in fact, because he is Messiah - he will be put to death by the Jewish authorities, then rise from the dead. They aren't getting it. One might think they are struggling to understand because they cannot fathom the idea of the resurrection. However, they are also struggling with the idea of the Jews rejecting Messiah ... their all-powerful savior they have been eagerly awaiting for centuries.
Everything points to Jesus as Messiah, and Jesus is clearly letting them know that he will suffer and die, just like prophesy says he will, and the evidence of this is twofold. First, the Lord's prophesy said so and has always been true. Second, the Jews continually reject the Lord's teaching even when the prophesy they claim they love is standing right in front of them.
Application: I am one of those people who believe the Jews remain the Lord's chosen people. As Yahweh's kingdom of priests, they had a mission to teach the world about the Lord and usher Messiah in as the global savior of all mankind. They still have a mission related to Jesus' return. My interpretation of the bible and history is that the fact the Jews acted in certain ways actually makes them teachers for us as believers today, not outcasts whom the Lord now rejects.
Today's lesson is easy ... Are there elements of the Lord's word I reject because I don't like the truth the Lord teaches me, and as a result I crucify Jesus, throwing away his sacrifice, and hurting his heart?
And the answer is even easier ... Yes. I do things I know are sin, and that I know actually make my life worse, and I just do them anyway, and this greaves Jesus.
There are three of four habits I have that I just need to end. They are mostly habits with lazy and unproductive thought patterns that then produce thoughtless action. These actions push away the Holy Spirit - I can feel that - which harms my own spirit and hurts my mind. I act with the knowledge I am rejecting the Lord's instructions, and thus reject his great gift of Holy Spirit guidance. This needs to stop.
Prayer: Lord, please forgive me when I reject your word, for I know it hurts Jesus' heart. You love me so much, and I let you down so often. I am truly sorry. May I be stronger in my heart and soul, so I may be honorable in my mind and body. Amen.