Christ tells them that they didn't understand what they were asking. There would be no earthly kingdom, for one thing, with Christ reigning over a prosperous Israel.
It is interesting: there is good and bad here. They are still blind to what Christ is going to do, and yet you have got to admire them. They are ready to fight. They are ready to suffer and be injured. Well are we? We do understand these things, we have been saved, we have come to Christ, our sins have been forgiven, we have got a new life. But are we ready to fight for him, and to suffer need for him, and to do difficult things for him? They were willing for physical suffering but they did not understand his spiritual mission. We understand his spiritual mission, but very often we are not willing for sacrifice and physical commitment and suffering. At least they were willing to fight and to be involved in what they thought was his great mission.