"And they said, why" - meaning: why is it not - "not sent down upon him signs from his Lord?" They used to ask the Prophet to bring them signs. Allah said: "Say, the signs are only with Allah," for when Allah wills to send down a sign, He sends it down.
﴿وَقَالُوا لَوْلَا﴾ هَلَّا ﴿أُنْزِلَ عَلَيْهِ آيَاتٌ مِنْ ربه﴾ كَانُوا يَسْأَلُونَ النَّبِيَّ أَنْ يَأْتِيَهُمْ بِالْآيَاتِ، قَالَ اللَّهُ: ﴿قُلْ إِنَّمَا الْآيَات عِنْد الله﴾ إِذَا أَرَادَ اللَّهُ أَنْ يُنْزِلَ آيَة أنزلهَا