2 Then those same persons who had said, “Did the rulers know that this is the Christ?” proposed a question among themselves, by which it appeared to them that He was not the Christ; for they said in addition, “But we know this man whence he is: but when Christ comes, no man knows whence he is.” As to how this opinion among the Jews arose, that “when Christ comes, no man knows whence He is” (for it did not arise without reason), if we consider the Scriptures, we find, brethren, that the Holy Scriptures have declared of Christ that “He shall be called a Nazarene.” Therefore they foretold whence He is.
Again, if we seek the place of His nativity, as that whence He is by birth, neither was this hidden from the Jews, because of the Scriptures which had foretold these things. For when the Magi, on the appearing of a star, sought Him out to worship Him, they came to Herod and told him what they sought and what they meant: and he, having called together those who had knowledge of the law, inquired of them where Christ should be born: they told him, “In Bethlehem of Judah,” and also brought forward the prophetic testimony. If, therefore, the prophets had foretold both the place where the origin of His flesh was, and the place where His mother would bring Him forth, whence did spring that opinion among the Jews which we have just heard, but from this, that the Scriptures had proclaimed beforehand, and had foretold both?
In respect of His being man, the Scriptures foretold whence He should be; in respect of His being God, this was hidden from the ungodly, and it required godly men to discover it. Moreover, they said this, “When Christ comes, no man knows whence He is,” because that which was spoken by Isaiah produced this opinion in them, viz. “And His generation, who shall tell?” In short, the Lord Himself made answer to both, that they both did, and also did not know whence He was; that He might testify to the holy prophecy which before was predicted of Him, both as to the humanity of infirmity and also as to the divinity of majesty.
Source: Tractates on the Gospel of John (New Advent)