ESV - 9 When Jesus heard these things, he marveled at him, and turning to the crowd that followed him, said, "I tell you, not even in Israel have I found such faith.
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I would say that the marveling was not so much at the centurion's faith itself (which, as the question indicates, Jesus would have known), but the degree to which the centurion (especially as an authority figure of an occupying power, a Gentile, and a human with free will) was willing to publicly humble himself (by saying that he was not worthy to have Jesus enter his house, which indicated his belief in Jesus' power to heal from a distance with just a word, or (according to Luke) by saying that he was not even worthy of personally appearing before Jesus) and give testimony of his faith in that situation. This would have been a cause of even greater marvel on Jesus' part when considered in contrast (as Jesus noted) to the relatively lesser degree of expressed faith that Jesus had found among the Jews, who were all anticipating the coming of the Messiah, and who should have been more ready than any Gentile to recognize Him and place their faith in Him. It was this same contrast that caused Jesus to also "marvel" at the unbelief of the Jews (Mark 6:6) -- even though (as with the centurion) He would have fully known the Jews' feelings.
“The Healing of the Centurion’s Servant, or the Faith that Astonished Jesus Christ” is one of Christ's 37 miracles. That a pagan should come to faith in the day that salvation belonged to the Jews, is a remarkable thing. And that this pagan should be a Roman centurion, in the army of occupation, in the pay of Herod Antipas, makes it more remarkable. And that this centurion should come to such a faith that it amazed and astonished Jesus Christ is fascinating indeed. The centurion's faith was especially amazing because he was a Gentile who had NOT been brought up to know a loving God. Hence Jesus' comment. Jesus was amazed that this Gentile seemed more spiritually aware than most Jews. His amazement was 2-sided: 1. that a Gentile understood spiritual authority 2. that God's chosen people did not. The only other time Jesus was amazed like this was over the Jews' lack of faith (Mark 6:6).
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