They expected from Him a prayer to God, as from a righteous man, not seeing in Him yet the God, who had the same authority as God the Father.
But the Lord Jesus Christ acted pedagogically when He rebuked and calmed down the wind and waves without prayer, on His own divine authority to demonstrate this very authority.
That's why the translation you provide is wrong, the disciples did not ask "who is that man", but "what sort of [being, person] is He, that even wind and waves are listening to Him": "οἱ δὲ ἄνθρωποι ἐθαύμασαν λέγοντες, Ποταπός ἐστιν οὗτος ὅτι καὶ οἱ ἄνεμοι καὶ ἡ θάλασσα αὐτῷ ὑπακούουσιν;" - "The humans were bewildered saying, what sort of [person] He is that even winds and the see listen to Him" (Matthew 8:27), there is written "humans", not "disciples", because the emphasis is on humans bewildered at seeing somebody supra-human, and so, "what kind of man" is a wrong rendering.
Now, who is this supra-human? What is the logical continuation of the inquiry? What is the answer of this question, for this is not a rhetorical question to be sure?
Of course, immediately will come to mind the Psalm 89:9 "You rule over the surging sea; when its waves mount up, you still them", and the disciples, surely, by the rule of exclusion, would and must have concluded that since no man an no angel can calm down the wind and the sea, and since the only one to do so is God, as David sings in Psalm 89:9, then the only answer will be that Jesus Christ is God, who holds the same authority as the Father and needs not prayers, but acts what He wishes Sovereignly, as God.