They used to consider the idols, such as Al-Lat, Al-Manat, and Al-Uzza, as gods that would bring them closer to Allah (swt).

( وَإِذْ قَالُوا) (And [remember] when they said): Remember the time when they made their claims.

( اللَّهُمَّ إِن كَانَ هَٰذَا هُوَ الْحَقَّ مِنْ عِندِكَ) (“O Allah, if this should be the truth from You): If they truly were seeking the truth from Allah (swt), they should follow their saying by: ‘we will believe’. However, they do not want the truth to come through Prophet Muhammad (saws), instead, they want it to come through a great man from the two cities, because they said:

 وَقَالُوا لَوْلَا نُزِّلَ هَٰذَا الْقُرْآنُ عَلَىٰ رَجُلٍ مِّنَ الْقَرْيَتَيْنِ عَظِيمٍ

(And they said, “Why was this Qur’an not sent down upon a great man from [one of] the two cities?”) (Az-Zukhruf: 31)

Instead of saying “we believe”, they said:

( فَأَمْطِرْ عَلَيْنَا حِجَارَةً مِّنَ السَّمَاءِ أَوِ ائْتِنَا بِعَذَابٍ أَلِيمٍ) (then rain down upon us stones from the sky or bring us a painful punishment), similar to what happened with the people of the elephant:

 ( 3 ) وَأَرْسَلَ عَلَيْهِمْ طَيْرًا أَبَابِيلَ ( 4 ) تَرْمِيهِم بِحِجَارَةٍ مِّن سِجِّيلٍ

(( 3 ) And He sent against them birds in flocks, ( 4 ) Striking them with stones of hard clay,) (Al-Fil)

They are making a challenge with their words.