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Why? Apparently, one important reason was to demonstrate that Jesus also stood in that prophetic line although he was superior to it. He, according to Matthew, was really the sum total of the prophetic tradition distilled into one life. He was not, thus, alien to the Jewish tradition but, rather, it's truest expression. At the same time, Matthew was able to pin point exactly who was the object of prophetic judgment—the religious/political establishment headquartered in Jerusalem. John calls them, "snakes". They are hypocrites who are facing grave danger for their sins. He doubts their sincerity in receiving his baptism.
This is dangerous stuff, spiritually. Right here, is where Christian arrogance takes root. Matthew divided Jesus' world into good and evil. They were clearly distinct, essentially different from each other. One is life, the other is death. The Jewish establishment, he judged, was evil. Jesus was the essence of good. We Christians, we are on Jesus' side. The Pharisees and Sadducees were against God. We are good; they are evil. The slope from here to antisemitism is a short, steep one. The habit of dividing Others into two camps, Us (on God's side) and Them (against God), is just as easily learned from stories like this one. It is a simple fact of history that Christians have habitually practiced the dark arts of prejudice since ancient times—not all of us nor all the time, but most of us and most of the time.
That is to say, we haven't learned the lesson the gospel actually teaches: Jesus did something different with the things that divide us and cause us to judge each other than we do with those things. Practically speaking, most Christians most of the time, proclaim to their neighbors a God of Wrath that will send their neighbors to hell if they don't become Christians. That was not what Jesus did with differences. That is not what he proclaimed. To see what he did do and did proclaim, we have to read on.