I can't tell if this answer is too late or not, but.
I've always read this verse and wondering why it was necessary to show that the Son of Man has power to forgive sins "on earth", specifically. You see? He wasn't showing them that he had the power to forgive sins, but to forgive sins specifically on earth.
This never made sense to me until I read Zechariah 3, where the angel of YHWH forgives Zechariah's sins in heaven. Note, in heaven. That unlocked the meaning of the passage for me. Yeshua wasn't just declaring that he was YHWH in this scene, but that he was the angel of YHWH, specifically. (Note that the angel of YHWH is called "YHWH of hosts" in Hosea, for example: that's his name.)
So Yeshua is asking a very interesting question when he asks "which is easier to say". Note, that they accuse him of blasphemy for the first thing he said. That was done on purpose. The man isn't healed until Yeshua says "get up an walk", so the first act was meant to set up the line about the Son of Man's authority on earth. It allows him to teach the point before he does the healing: in which case, I disagree with claims that the person's ailment wasn't connected to his sin. That seems to be heavily implied. It doesn't mean that all ailments are caused by sin, which is what people are trying to avoid, but that's unnecessary. This particular person's sin lead to his ailment. It's as simply as leaving it at that and letting the text say what it says, particularly given that there's evidence elsewhere that you can use to refute anyone who would try to derive a general principle about illness from this particular instance.
Getting back to the point. What Yeshua is saying, then, when he asks "which is easier", has to do with the manner in which he's revealing his deity to them. You can say that this is the first event that sets off the enmity between him and the Pharisees etc, which sparks their desires to murder him for blasphemy. Yet none of the people around seem to recognize the fullness of what he did. It seems like only the teachers of the law got it. I think that was intentional. We're not just supposed to understand the revealing of deity, but also why he did it in the way that he did.
Remember, the Disciples never understood that Yeshua had to die until after the resurrection when he opened their eyes/minds to the text, and so they likely didn't understand that he was YHWH either. But they wrote these things so that we could read them basically from the Holy Spirit's perspective, knowing who Yeshua is + the fundamental why of what he's doing and of why he's doing it the way he's doing it.