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Why did Jesus cry out "My God, My God, why have you forsaken me?"

About the ninth hour Jesus cried out in a loud voice, “Eloi, Eloi, lama sabachthani?”—which means, “My God, my God, why have you forsaken me?”  Matthew 27:46

"Forsaken" means abandoned. Jesus could not be separated from God. They are one, united. You can't break up God into pieces.

Jesus could have FELT abandoned, his humanity crying out.

Becoming our sin sacrifice, feeling the effects of sin, could have made him feel relationally separated from His Father for a moment.

Jesus cried out the opening verse of Psalm 22.  Since he was in a lot of pain and out of breath, that was all he could say, however, he meant to point out how much prophecy was revealed in Psalm 22 (see explanation in brackets):

1 My God, my God, why have you forsaken me?
Why are you so far from saving me,
so far from the words of my groaning?

5 They cried to you and were saved;(salvation)
   in you they trusted and were not disappointed.
6 But I am a worm and not a man,
scorned by men and despised by the people.
(humbled)
7 All who see me mock me;
they hurl insults, shaking their heads:
(mocked)
8 “He trusts in the LORD;
let the LORD rescue him.
Let him deliver him,
since he delights in him.”
(let him save himself)
9 Yet you brought me out of the womb;
you made me trust in you
even at my mother’s breast.
(born of a woman)
10 From birth I was cast upon you;
from my mother’s womb you have been my God.
(God knew about him in womb)

14 I am poured out like water, (water came from him at death)
   and all my bones are out of joint.
My heart has turned to wax;
it has melted away within me.
15 My strength is dried up like a potsherd,
and my tongue sticks to the roof of my mouth; (He was thirsty)
   you lay me in the dust of death.
16 Dogs have surrounded me;
a band of evil men has encircled me, (Romans and Pharisees)
they have pierced my hands and my feet. (stabbed by spear, pierced by nails)
17 I can count all my bones; (bones not broken)
   people stare and gloat over me.
18 They divide my garments among them
and cast lots for my clothing.
(divided up his robe)

Jesus most likely wanted everyone to know, "Hey, I'm fulfilling prophecy here!  Look it up!"