For example John 8:58-59 58 Jesus said unto them, Verily, verily, I say unto you, Before Abraham was, I am. 59 Then took they up stones to cast at him: but Jesus hid himself, and went out of the temple, going through the midst of them, and so passed by.
Exactly right. But even if they did know Jesus was telling the truth, they were still bound to obey the letter of the law. And that was the law that Jesus came to fulfill. He offered his own body as the perfect sacrifice, ending the practice of offering less than perfect sacrifices, which would be pointless thereafter.
In the new dispensation, the laws are written on the fleshly tables of the heart.