Eventually, I've asked friends why Jesus Christ would have uttered these words in his last moments on the cross. People - usually showing some misunderstanding about the Holly Scriptures - have different opinions about it: a moment of anguish; an evidence of Jesus humanity, because after all, he was a man like us, flesh and bone, as well as suffered as us, etc. Some even question themselves whether Christ would have had a moment of weakness, believing that the Father had in fact abandoned him...
In fact, there are important reasons for the scene, but remember that Jesus was originally... praying. A Jewish prayer, a psalm: Psalm 21, to be precise. After all, Judaism was the ancestral religion of Jesus.
The Master was praying and fulfilling a prophecy.
Nowadays when a Christian finds himself in despair, cries out for God, the Master, praying Our Father, Hail Mary... A Muslim cries out for Allah... Nothing more natural, therefore, that in a moment of suffering, Jesus made a prayer that came from the deep of his soul, crying out for the same Hebrew God who was the Principle to other faiths and that the Master learned to love forever.
My God, my God, why have you forsaken me?
And stay away from my prayers and my meditation?"(...) Psalm 21 (In some Bibles have is Psalm 22)
This attitude of Jesus, significant in a time of distress, also symbolizes something that leads us to a deep reflection: the union that should fraternize religions professing the belief in one God.
At that crucial moment, Jesus made a Jewish prayer. It was a way to show that was not apart from Judaism, because his ancestral belief continued to support him, especially in that symbolic moment - a "gateway" to the new era. The new does not necessarily mean a denial of the former, allowing potential transcendental developments, the spiritual improvement, "communion", finally.
When we watch, disappointed, so many wars between who profess the belief in God, often under religious pretexts, we wonder how miserable may the Master be feeling... What have we taken as example from the Cross? ... Where is the communion between people?
Finally, we should always remember that scene was scheduled between the prophecies that foreshadowed the coming of the Messiah, and that the true teaching of Christ is to desire peace on earth not only to men of good will.
May Peace come to ALL men, especially those who have not yet found the Good Will!