They do not understand and are afraid to ask. When Jesus foretells his crucifixion and resurrection the disciples in Matthew "were greatly distressed." In Mark "They did not understand what he was saying and were afraid to ask him" (Mt. 17:23; Mk. 9:32).
Their hearts are hardened. In Mark 6:52, we learn that the disciples did not understand about the loaves, and that "their hearts were hardened." We're told that again in Mark 8:17. That, apparently, was why they did not recognize Jesus walking toward them on the water. This idea of sense organs that do not function is a natural way of describing people's lack of spiritual awareness. The reference is probably to Isaiah 6:9-10. Jesus charges his disciples with being no better off than his opponents who opposed healing on the Sabbath in 3:5. Their privileged insight into the secret of the kingdom of God seems to have deserted them (R.T. France, The Gospel of Mark, 317).
In explaining to the disciples the meaning of the multiplication of the loaves and fish, Jesus in Matthew addresses them as "little faith ones," and asks, "Do you still not perceive?" In Mark's version, Jesus doesn't use the pet name and adds the question, "Are your hearts hardened?" (Mt. 16:8, 9; Mk. 8:17).
They fall silent when called on the carpet. Immediately following Jesus' foretelling of his passion comes a teaching about who is greatest in the kingdom. Matthew (18:1-5) has Jesus simply launch into this teaching. Mark (9:33f) and Luke (9:46f) set it in the framework of the disciples arguing about who is the greatest. Mark adds the detail that, faced with the question, the disciples fall silent. Their timidity seems childish on this and other occasions, not child-like.
There is a Native American story about the two dogs. A young brave goes to an elder and says, "I'm in turmoil. My heart is filled with good and with bad." The elder says, "Two dogs live within the heart. One is good and the other is evil." "How do I know which one will win?" asks the young man. "The one you feed will win," replies the older, wiser man.
Within our hearts are both humility and arrogance, respect for others and a desire to outshine them, a desire to serve and a craving to be served. The one you feed wins. How do we feed the humility and spirit of service Jesus holds up as the model for discipleship in this passage from 10:35-45? Do what the disciples in Mark don't do; in every situation, repent, pray, and ask for wisdom and guidance. I think Mark meant the disciples to serve as a cautionary tale for his community. Given that job description, we can only congratulate them on the fine job they're doing!
R. T. France, The Gospel of Mark: The New International Greek Testament Commentary (William B. Eerdmans Publishing Company, 2002).