Geoffrey Grogan's commentary on 2 Corinthians has this helpful section:
Matthew and Mark has both preserved for us the terrible question asked by Christ on the cross, "My God, my God, why have you forsaken me?" This is surely the deepest question ever asked and it came from the lips of no ordinary human being, but was asked by the Son of God.
It received no answer from heaven, as Christ was bearing the punishment for our sins. Perhaps though the nearest answer is given here (2 Cor. 5:21), under the inspiration of the Holy Spirit. This is why Jesus was forsaken.