That was because they had not obtained all the knowledge and received the holy ghost which was to teach them. Peter was of the elect, on his way to be saved.
Don't you think the Disciples were saved as they walked with the living Savior before his crucifixion?
Matthew 16:16-17
And Simon Peter answered and said, Thou art the Christ, the Son of the living God. And Jesus answered and said unto him, Blessed art thou, Simon Barjona: for flesh and blood hath not revealed it unto thee, but my Father which is in heaven.
John 6:66-69
From that time many of his disciples went back, and walked no more with him. Then said Jesus unto the twelve, Will ye also go away? Then Simon Peter answered him, Lord, to whom shall we go? thou hast the words of eternal life. And we believe and are sure that thou art that Christ, the Son of the living God.
Later the Apostles received the holy spirit.
John 7:38-39
He that believeth on me, as the scripture hath said, out of his belly shall flow rivers of living water. (But this spake he of the Spirit, which they that believe on him should receive: for the Holy Ghost was not yet given; because that Jesus was not yet glorified.)
John 14:17
Even the Spirit of truth; whom the world cannot receive, because it seeth him not, neither knoweth him: but ye know him; for he dwelleth with you, and shall be in you.