The question posed to Jesus was two-fold: 1) When will the destruction come; 2) When will you return and the end of the age come
The division seems to begin at v.35 with the introductory words pointing back to the second part of their question, "Heaven and earth will pass away"
I would propose it is not uncommon for the disciples to ask questions or make statements during Jesus’ teaching that demonstrate they don’t yet get His point. I suggest that Mt. 24:3 is one of those occasions. If so, we will miss His point if we subordinate His answer to their misplaced question.
Jesus had just finished professing His love and faithfulness to the people of Jerusalem. In love, He told them to behold the desolation that was upon them on account of their refusal to His kindness. When a father disciplines his child he tells them why he does so, and longs for them to understand that he disciplines them because he loves them.
Jesus told them their desolation would last until He returned to gather them when they would sing out, "Blessed is He that comes in the name of the Lord". Is this desolation not the discipline of a faithful God, spoken to them by Moses in Moab (Deut 29-32) where Moses told them of God’s covenant. He warned the children of Israel that they would be chastened (made desolate and scattered throughout the nations) for turning their hearts away from the Lord, and he told them God would be merciful to them and would circumcise their hearts. He would once again have mercy upon them and gather them from all the nations He had scattered them, even from the uttermost parts of heaven He would fetch them. And when He did, they would sing and rejoice in His return to gather them (Ps 118).
The lesson seemed to go right over the disciples’ head. They didn’t place themselves right there in the middle of Jerusalem with everyone else who was about to be disciplined. Jesus told the disciples, “Behold the desolation of Jerusalem.” The disciples responded to Jesus, “Behold the beautiful buildings.” At this point I have to laugh because I picture a child about to be disciplined by his father who attempts to divert the conversation by pointing to some shiny object. Aren’t we all little children, in need of a patient father? Jesus repeated himself, “Truly, behold, not one stone will be left on another.”
They still didn’t get it. Instead of being distraught, and instead of crying out, “Woe is upon us! Your wrath is just, but too grievous for us to bare. What must we do to receive your mercy and be gathered from the uttermost parts of heaven?” Instead, they effectively asked, “When is the discipline going to happen, and what will be the sign to show us when it is finally over?”
Rather than answer with a New York Times type headline of when it would be and what would be the sign of its completion, He told them what they must do.