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Matt:11:4 at which Jesus says: " Go and tell John..." makes it clear that the query had been of John's own. But then, the Lord who is heaping praises on John (Mtt: 11:7 to 15 ) is ready to take it cool. It is another thing that John also gets a share of chiding from the Lord (Mt: 11:6). All put together, there is a happy ending to the entire event. Here , it would not be out of place to remember that the Lord himself would later plead to the Father to take away the cup of suffering meant for Him. That is the beauty of the Gospels: presenting truth as truthful as truth can be !
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I recently heard a sermon on this text in my church (Baptist) which has a different take. Jesus is referring back to several passages from Isaiah that explain what the messiah will do, such as giving sight to the blind and making the lame walk. One of those promises is in Isaiah 61: to proclaim freedom for the captives and release from darkness for the prisoners. However, when Jesus gives examples of the miracles and acts of mercy he is performing, he explicitly omits setting the captives free. In a coded fashion, Jesus is telling John that he will die a prisoner. This hints at a motive for John's mission: to plead for his freedom. This shows John's humility. He is asking Jesus to save him from prison, and Jesus understands that without being told. Whatever doubts John may or may not have had about Jesus, he is calling upon Jesus as his savior. That is faith enough for me.
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There was an interesting sermon on this in the Presbyterian (Protestant) church I go to. Of course, given that Protestant ministers are not told what to preach by any 'superior' body (only that it ought to confirm Protestant orthodoxy), you might find a different Protestant minister with a different 'take' on this matter. Given that nobody's salvation depends on any interpretation of the scripture in question, you can rightly expect variations in views. But here is (basically) the one I heard preached.
John the Baptist was in a precarious situation, his life in danger. He had dared to expose the immoral life of Herod Antipas the tetrarch (one of several sons of Herod the Great). He ruled over Galilee and Perea. As Matthew 14:3-5 this is stated thus:
"Now Herod had arrested John and bound him and put him in prison, because of Herodias, his brother Philips wife, for John had been saying to him, 'It is not lawful for you to have her.' Herod wanted to kill John, but he was afraid of the people, because they considered him a prophet."
The immorality was based on Herodias being a grand-daughter of Herod the Great, who married her uncle, Herod Philip, who lived in Rome. While a guest in their home, Herod Antipas persuaded Herodias to leave her husband for him. Marriage to one's brother's wife while the brother was still living, was forbidden by the Mosaic law (Leviticus 18:16) As an aside, the NIV study notes add that the Salome whose dance got John beheaded, later married her great uncle, the other Philip, son of Herod the great, who ruled the northern territories (Luke 3:1).
Before that dance of death, John sent some of his disciples to Jesus, to ask if he really was the Messiah. Now, the poor chap's concern was perfectly understandable, given that he had hoped this Jesus (a relation of his, whom he had baptised in the Jordan) would usher in an earthly kingdom of God, over-turning the hated Roman yolk. Like all his peers, John was thinking in terms of a literal return to the throne of Kind David, by a Messiah long foretold in the Hebrew scriptures. Yet, everything he saw about Jesus turned that idea on its head. Jesus raised no army. He did not preach insurrection against the Romans. He avoided all conflict, except verbal spats with the religious leaders. He helped women and children. He preached. He was gentle and meek and often retreated from the limelight.
John was confused. But so were all of Christ's disciples! As this article points out:
"John's prophecy of the advent of Messiah and the kingdom is really second-coming preaching. It is a prophecy of the day of judgment. The day of the Lord was at hand. In a very real sense John never truly understood the purpose of the first coming of Christ. His expectation was that Messiah's advent would be synonymous with the final coming and day of judgment. This view eventually led John to enquire on the basis of absent vengeance, 'Art thou he that should come? or look we for another?' This was also true of the disciples. To them the first coming of Christ was the time of retribution. It was to be the day of judgment. Vengeance should be exacted. At this time the kingdom should be restored to Israel. They could not have erred more completely. They were utterly wrong. They understood neither the calling of the Gentiles nor the present purpose, much less the eternal purpose." All Righteousness Fulfilled by John Metcalfe, Vol.34 No. 4 of The Ministry quarterly magazine, Winter 2019/20
Interestingly, Jesus did not address John's direct question. He pointed to the miracles he was doing as proof of who he was. Neither did Jesus criticise John. He sent his disciples back with encouragement to keep faith in him. Isn't that lovely? When we mere mortals are full of doubts, external situations confusing us as to what God's will is, we are encouraged to consider the person of Jesus, and what he does. This causes us to reflect on how he is far more than any mere good man; how earthly politics disintegrate into the shambolic mess that they clearly are in light of the heavenly aspect of God's sovereign rule, and how, in God's good time, his will is done on earth. Our job (like John's) is to keep bearing witness to the Light of the World, Jesus Christ.
Now go back and read John's own words about that in John 1:19-32. Jesus has a way of getting us delivered from confusion by going back to basics - who he really is.
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The Eastern Orthodox interpretation of this passage is not that John personally asked this question because his faith was wavering; but rather that he sent his own followers to ask the question (11:2) so that they would begin believing in Jesus and follow Him.
The Gospel explanations by Theophylact, an 11th century Byzantine, are perhaps the best source of concise Eastern Orthodox interpretations of the Gospels. [Commentaries were in Greek and often point out subtleties in the Greek text that are missed in most Bible translations]. The King James translators sometimes consulted Theophylact when they encountered a difficult passage.] Theophylact was almost always summarizing much older commentaries from the Church Fathers, especially John Chrysostom. He comments on this passage:
Now when John had heard in the prison the works of Christ, he sent two of his disciples, and said unto him, Art Thou He that cometh, or do we look for another?
John did not ask as if he himself did not know Christ. How could this be when he had borne witness to Him, saying, "Behold the Lamb of God"? [John 1:29]. But because his disciples were jealous of Christ, John sent them to acquire more evidence, so that by seeing the miracles they might believe that Christ is greater than John. This is why he himself pretends to ask, "Art Thou He that cometh?" that is, He Whose coming in the flesh is awaited in the Scriptures. Some believe that by saying, "He that cometh", he was asking about the descent into hades, as if not knowing the answer, John were questioning, "Art Thou He that goeth even into hades, or should we look for another?" But this is foolishness, for how could John, who was greater than the prophets, not know of the crucifixion of Christ and the descent into hades, when he had called Christ the Lamb Who would be sacrificed for us? John knew, therefore, that the Lord would also go down into hades in the soul so that even there, as St. Gregory the Theologian [Gregory of Nazianzus, 329-390] says, He might save those who would have believed if He had become incarnate in their day. John did not ask this because he did not know the answer, but rather because he wanted to provide his disciples with the evidence of Christ's miracles. Look, then, how Christ answers the question ... [cf. Matthew 11:4-6]
The Explanation of the Holy Gospel According to St. Matthew
Two questions have arisen regarding this explanation:
Why did John the Baptist needed to "pretend" instead of simply telling his disciples, "Go and look at all the miracles He performs"?
Why did Jesus asked the disciples to “go back and report to John..." (Matthew 11:4) while He knew that it was all about the John's disciples rather than John himself?
The answer to the first question lies in understanding that John's disciples were intensely loyal to him and jealous of the attention that Christ was receiving at, in their eyes, John's expense. This is evident, John Chrysostom observes, in their earlier "complaints":
And they came to John, and said to him, “Rabbi, he who was with you beyond the Jordan, to whom you bore witness, here he is, baptizing, and all are going to him.” (John 3:26)
Then the disciples of John came to him, saying, “Why do we and the Pharisees fast, but your disciples do not fast?” (Matthew 9:14)
Jesus Himself testifies of their obstinance when, knowing their lingering doubts, he concludes his talk to them saying And blessed is he, whosoever shall not be offended in Me (Matthew 11:6).
John Chrysostom's explanation for the Baptist's feigned curiosity is that his disciples obstinance concerned him, since he would not be around much longer to guide them toward Christ. Thus, he needed to do something that would require them to speak with Christ in person. He writes:
For as yet they knew not who Christ was, but imagining Jesus to be a mere man, but John greater than after the manner of man, were vexed at seeing the former held in estimation, but the latter, as he had said, now ceasing. And this hindered them from coming unto Him, their jealousy quite blocking up the access. Now so long as John was with them, he was exhorting them continually and instructing them, and not even so did he persuade them; but when he was now on the point of dying, he uses the more diligence: fearing as he did lest he might leave a foundation for bad doctrine, and they continue broken off from Christ. For as he was diligent even at first to bring to Christ all that pertained to himself; so on his failing to persuade them, now towards his end he does but exert the more zeal.
The second question is why did Jesus tell John's disciples to go back to him, since He would have known John's purpose in sending them. The answer, I think, is that they were still not entirely convinced and needed additional reinforcement from their own teacher. If the case were otherwise, Jesus would not have added And blessed is he, whosoever shall not be offended in Me. Theophylact paraphrases Christ's words, "'Tell John what you see, and certainly he will use the opportunity to bear witness more fully to you concerning Me.'" John Chrysostom also further explains:
For if He had said, "I am He," both this would have offended them, as I have already said; and they would have thought, even if they had not spoken, much as the Jews said to Him, You bear record of Yourself [John 5:31; 8:13].
Ibid.
Since answering this question, it was modified to ask for interpretations of this Scripture by "the three main branches of Christianity".
I would submit that the "Orthodox" interpretation is essentially the (or at least "an") interpretation of the first millennium Church Fathers (at least that's what the Orthodox Church strives for).
John Chrysostom is a pre-schism Church Father and continues to be recognized as a Doctor of the Roman Catholic Church. I assume that later Roman Catholic interpretations will be in concert with his.
Most prominent Protestant commentators, to my knowledge, also respect Chrysostom's opinions. John MacArthur, for example, calls him "perhaps the greatest preacher of the early church".
Ellicott, however, allows that John the Baptist might have himself wavered, as "week after week passed without the appearance of the kingdom as he expected it to appear." Matthew Henry expresses hope, but no firm opinion: "We hope that John's faith did not fail." The Cambridge Bible for Schools and Colleges also enumerates three possible reason's for John's inquiry - (a) despondency; (b) to confirm the faith of his disciples (Chrysostom's interpretation); or (c) to force Jesus to declare Himself the Messiah - but it does not indicate which of the three is the best interpretation.