“But that ye may know that the Son of man hath power on earth to forgive sins, (he saith to the sick of the palsy,)”
But I want you to know that the Son of Man has authority on earth to forgive sins — so he said to the man — the title Son of Man appears here for the first time in Mark, drawn from Daniel 7:13–14 where the Son of Man receives from the Ancient of Days authority, glory, and sovereign power over all nations. Jesus applies this cosmic authority figure's status to his present ministry on earth: the Son of Man has authority on earth, not just in the heavenly vision of Daniel 7. The healing is about to serve as the earthly demonstration of a heavenly authority. The so he said to the man creates a narrative hinge between the theological declaration and its enacted proof.
Church Fathers on Mark 2:10
Because the compassion of God deserts not even carnal persons, He accords to them the grace of His presence, by which even they may be made spiritual. After the desert, the Lord returns into the city.
But Matthew writes this miracle as if it were done in the city of the Lord, whilst Mark places it in Capernaum, which would be more difficult of solution, if Matthew had also named Nazareth. But seeing that Galilee itself might be called the city of the Lord, who can doubt but that the Lord did these things in His own city, since He did them in Capernaum, a city of Galilee; particularly as Capernaum was of such importance in Galilee as to be called its metropolis?
He saw the faith of the sick man himself, since he would not have allowed himself to be carried, unless he’d had faith to be healed.