Jesus tries to get them to understand that Christ and the Father are One Lord by showing them how David referenced their relationship.

The human experience is that a father and his son are distinct individuals. This is not the case with the HolySpiritFather who made His own self a body. Jesus is only the Son of the HolySpiritFather in the sense that His body was begotten through Mary.

In every sense of the Word, Jesus is the incarnation of His HolySpiritFather.