The priest is responsible to combat idolatry, to be jealous on behalf of the jealous God. Pinchas is rewarded with an eternal priesthood because he has shown himself to be a priest indeed. Yet when Yeshua acted to purify the temple courts, it was not so clear who he was, and therefore, whether he had authority to act. In other words, they wanted him to prove that he had the authority to act upon his zeal. This would be the sign of his authority to combat the idolatry that had infected the temple courts-and that would eventually bring judgment upon them.
Idolatry demands judgment.
God's response to the idolatry of Ba'al Peor is to send a plague among the Israelites. Significantly, Yeshua also makes atonement for Israel. The sign of his Messiahship is the resurrection, an event that is ultimately redemptive. Religious zeal often seems like a plague in today's world, yet Pinchas' zeal averts a plague. He displays the distinguishing mark of righteous zeal.