The disciples evidently thought that the appearance of Elijah on the Mount was the promised return of Elijah (Malachi 4:5,6). But now he was gone.

Source:

KJV Defenders Study Bible, by Dr. Henry Morris, Ph.D.
Publisher: Thomas Nelson
Language: English
DEF 10 ISBN 0-529-10444-x
DEF 10-1 ISBN 0-529-10445-8