The Bible does not directly tell us why Jesus asked this question, so we can only speculate.  The text is apparently a quotation from the Septuagint version of Psalm 22:1.  While some have argued for it to exclusively refer to the Messiah, it was probably David speaking at times figuratively about the persecution that he underwent by King Saul, during his reign. 

During this persecution David may have naturally felt that he had been forsaken by God, though his relationship with God had not actually changed.  Keil and Delitzsch explain this: “The sufferer feels himself rejected of God; the feeling of divine wrath has completely enshrouded him; and still he knows himself to be joined to God in fear and love; his present condition belies the real nature of his relationship to God; and it is just this contradiction that urges him to the plaintive question, which comes up from the lowest depths: Why hast Thou forsaken me?”[1]  Jesus may well have quoted this text as a response to the suffering that he was enduring through his execution, but in knowing  that Jesus had long anticipated his own death we find such a position unfitting.

In the account of Job we recall that Satan challenged that Job’s grounds for loyalty were not his desire to be obedient or his love for God, but in what he received from God.  He stated: “Does Job fear God for nothing? Have You not made a hedge for him, and for his house, and for all that is his all around? You have blessed the work of his hands, and his livestock have increased in the land.” (Job 1:9-10)  God had greatly blessed Job, giving him much material wealth and physical protection and so Satan argued that it was only because of what God had given him that Job proved loyal.

God had also given something to Jesus, but it was not any material possession.  It was the Holy Spirit.  This came upon Jesus at his baptism. (Mat. 3:16)  Jesus spoke of the Holy Spirit as a “comforter” (Joh. 14:26) and it is not unreasonable to conclude that this Spirit was also providing Jesus with comfort during the time of his torture and execution.  Were Jesus to remain in the comfort of the Holy Spirit throughout his entire execution could Satan not have come back and said to God: “It is for nothing that he remained loyal to the point of death?  Did you not continue to comfort him with your Spirit?”  Indeed he could have and from what we see in the account of Job, most certainly he would have.

For Jesus to serve as the last Adam (1Cor. 15:45) it would be reasonable to conclude that he would have to die just as Adam did, which is without the intervention of God.  He would have to make the choice for himself.  Jesus could have taken himself down from the stauros that he was hung upon and stopped everything then and there.  It was within his power.   He could have chosen the selfish course and saved himself rather than mankind.  He could have dismissed God’s will.  He had to choose, without any special guidance and comfort from God, for himself.  Only by doing this could the sacrifice be truly pure and free from accusation on the part of Satan.  Only then could it be as in the Garden of Eden when Adam and Eve were tempted without special guidance from God.

In light of these points, we find it to be likely that God removed his Spirit from Christ, leaving him to endure these things without this additional comfort.  It may have been unexpected.  In agony Jesus may not have been anticipating that this would occur or perhaps he did not know when it would.  Such a sudden removal would naturally cause his outcry.  We are then taken back to David’s words: “Do not cast me out from Your presence, and do not take Your Holy Spirit from me.” (Psa. 51:11)  God had apparently taken his Spirit from Jesus, and thus he “forsook” him.