It is by his final words that they are so caused to marvel. Literally it translates the Greek, which says they were astonished at him.
This answer prepares the way for the gospel age, when God’s people will no longer be living in a theocratic nation, but scattered throughout the world, and members of two kingdoms at the same time. We are all born into a kingdom of this world which asserts its law over us, and hopefully defends us and gives us certain rights. As such we recognise that God ordained government and submit to it. But if we become Christians by the new birth we are also members of the kingdom of heaven. That kingdom exists alongside earthly kingdoms and it too has laws and responsibilities, and it has a King. Israel saw itself as a nation which had had its sovereignty taken away. The only solution in their minds was for that sovereignty to be restored. But in the plan of God, the national covenant was about to come to an end. Already they were an occupied nation, and soon they were to lose their nation altogether. Could God no longer be worshipped under these circumstances? Not at all. The dawn of the church age would see local churches operating around the globe as the gospel was preached to all nations. Believers in Christ would have loyalties to their state, and to the kingdom of heaven, and most of the time there would be no conflict between these two loyalties. Christ’s answer shows that it possible to draw a clear line between our responsibilities to the state and our responsibilities to God.