The men on Jonah's ship feared that they would perish. So too did the Disciples who were accompanied by the very lover of their souls. After experiencing what they had, with Christ, why would they ask such a question?

Christ is the Master of every storm; He will calm the storms we experience.

Mark 4:37 And there arose a great storm of wind, and the waves beat into the ship, so that it was now full. Mark 4:38 And he was in the hinder part of the ship, asleep on a pillow: and they awake him, and say unto him, Master, carest thou not that we perish? Mark 4:39 And he arose, and rebuked the wind, and said unto the sea, Peace, be still. And the wind ceased, and there was a great calm. Mark 4:40 And he said unto them, Why are ye so fearful? how is it that ye have no faith? Mark 4:41 And they feared exceedingly, and said one to another, What manner of man is this, that even the wind and the sea obey him?