“If the 12 didn’t know the Lord had to die (Luke 18:31-34), why did they ask for the sign of His coming (Matt. 24:3)?”
The Lord had often told them that He would have to die (Matt. 16:21; 17:22,23; 26:2), but evidently it was hard for them to believe that someone who could calm a storm and raise the dead could Himself die.
It is tempting to say that they eventually figured it out, but hours before His death Peter tried to prevent Him from even being arrested (John 18:10). Even after His resurrection, some of the disciples indicated they still didn’t know He had to die when they lamented that His death had dashed their hopes that He was their Christ (Luke 24:13-21).
So I believe that while they didn’t know He had to die, they at least knew He had to go away. He had often spoken of leaving them (Matt. 23:39; John 14:2,3,28; 16:7), although they weren’t sure what He meant by that either (John 16:16-18). He had compared Himself to “a man taking a far journey” (Mark 13:34-37), so when they found it hard to believe He could die, they perhaps chose to believe He would just be going on a trip. But even the 12 who were closest to Him didn’t know where He was going (John 14:5).
But while they didn’t know where He was going, they knew He would come again, for He had mentioned His coming often (Matt. 10:23; 16:27,28; 24:27,30,37,39,44; 25:13,31). This prompted them to ask Him, “What shall be the sign of Thy coming?” (Matt. 24:3). source