A.T. Robertson Commentary Matthew 17:10

"And his disciples asked him, saying, Why then say the scribes that Elijah must first come?" — Matthew 17:10 (ASV)

Elijah must first come (Ελειαν δε ελθειν πρωτον). So this piece of theology concerned them more than anything else. They had just seen Elijah, but Jesus the Messiah had come before Elijah. The scribes used Mal 4:5. Jesus had also spoken again of his death (resurrection). So they are puzzled.