The question asks plainly whether Jesus is the promised Messiah. Barnes explains that "he that should come" means the Messiah, whose "coming had been long foretold." Why John asked is less certain. Barnes admits, "It is not certainly known why John sent to Jesus": it may have been to satisfy his disciples, or to confirm for himself. Gill holds it "was not so much for himself, as for the sake of his disciples." Matthew Henry notes that "some think that John sent this inquiry for his own satisfaction," and adds, "Where there is true faith, yet there may be a mixture of unbelief." Either way, the question went to the right place: straight to Jesus.

Jesus did not simply say yes. He told the messengers, "Go and shew John again those things which ye do hear and see" (Matthew 11:4): "The blind receive their sight, and the lame walk, the lepers are cleansed, and the deaf hear, the dead are raised up, and the poor have the gospel preached to them" (Matthew 11:5). He added, "And blessed is he, whosoever shall not be offended in me" (Matthew 11:6). As the messengers left, Jesus spoke to the crowds in John's honor, calling him "more than a prophet" (Matthew 11:9).

John was in prison (Matthew 11:2; Matthew 4:12). Barnes says Herod had confined him "on account of John's faithfulness in reproving him for marrying his brother Philip's wife." In Greek, "he that should come" is ho erchomenos, "the coming one." Gill calls it a well known way of speaking of the Messiah and thinks it may refer to Habakkuk 2:3, "it will surely come," which he says may be rendered "for he that cometh," or "is to come, shall come."

The Textus Receptus behind the KJV reads that John sent "two" (dyo) of his disciples, while other Greek texts read "by" (dia) his disciples, which is why the ESV says he "sent word by his disciples." Luke also says John sent "two of his disciples" (Luke 7:19).

This question shows Jesus answering with evidence, not rebuke. His works echo what Isaiah said would happen when God came to save: "Then the eyes of the blind shall be opened, and the ears of the deaf shall be unstopped" (Isaiah 35:5), and good tidings would be preached to the meek (Isaiah 61:1). Barnes cites these prophecies and notes that Jesus' works "were proof that he was the Messiah."

Jesus also met John where he was. "Blessed is he, whosoever shall not be offended in me" (Matthew 11:6). Barnes explains "offended" as stumbling and suggests John may have wished Jesus would proclaim Himself more openly. The Messiah came in a way many did not expect, and Jesus gently invited John to keep trusting. Then, as soon as the messengers left, He honored John before the crowds (Matthew 11:7-11). Asking did not lower John in Jesus' eyes.