Jesus commends the faith of the centurion because it affirmed the power of Jesus’ preaching. See the commentary at Matthew 8:2 about the active effect of such great faith. Jesus uses the example of the centurion’s faith to both declare the possibility of salvation for many outside Israel, as well as the danger of condemnation for the unfaithful in Israel (Matthew 8:11).
The centurion shows the same humility as John the Baptist, both using the phrase not worthy
(hikanos):
John as not worthy to carry Jesus’ sandals (Matthew 3:11), and the centurion as not worthy to have Jesus under his roof. Both statements show a submissive trust in Christ’s words and actions as Saviour and Lord.
He wanted them to share in his astonishment, for this miracle served to affirm his preaching (Matthew 4:23). Concerning the nature of such a great faith (that is, a faith that produces such brave actions), see also the commentary at Matthew 8:2. The emphasis here too falls on the miracle of faith as is evident from the fact that Jesus does not simply declare the centurion saved, but uses him as an example to call the people to repentance.1
In proclaiming his unworthiness before Jesus this Gentile centurion has also echoed the message of John the Baptist, who earlier proclaimed that he is not worthy (hikanos) to carry the sandals of Jesus (Matthew 3:11). Likewise the centurion confesses that he is not worthy (hikanos) to have Jesus come under his roof. Jesus therefore embarrasses his audience by highlighting the lack of faith in Israel, for what Israel should have known from their own prophets is here put into practice by a Gentile. Faith entails subservience and submission to Jesus. Without that faith, people not only lose interest in Jesus’ words and healings but end up rejecting it altogether.2
10 Après l'avoir entendu, Jésus fut dans l'étonnement, et il dit à ceux qui le suivaient: Je vous le dis en vérité, même en Israël je n'ai pas trouvé une aussi grande foi.