They were ignorant of the glory of the person of Him Who was present, as much as of His grace. Had they known the singular dignity of Jesus, they would have seen how incongruous it would have been to fast in His presence.
At ordinary times, in view of the evil of the first man, in the sad experience of his rebellion against God, to fast would be appropriate. But how strange would be His people's fastings in presence of their longed-for King!
His very birth was announced by angels as good tidings of great joy, and the heavenly host praised God, saying, "Glory to God in the highest, and on earth peace, goodwill towards men." Certainly, then, His disciples should act in consistency with the presence of such a glorious Person, with such a spring of joy to heaven and earth.
Gladness of heart suits both the grace and the glory of the Lord: "But days will come when also the bridegroom will have been taken away from them, then shall they fast in those days." The Lord had the full consciousness of what was at hand - of man's fatal, suicidal opposition to God, and to God above all manifest in Ills person. His rejection would soon come, and sorrow of heart for the disciples. "Then shall they fast in those days."
[Excerpt from William Kelly Major Works Commentary]