The sick people who were healed needed no convincing: Jesus was God's Messiah. But the religious leaders did not want any Messiah from God: they wanted to have power over the people. So they were trying to find any reason to accuse Him in order to get rid of Him. But at the same time they were also intrigued, wondering how He did His miracles, as though He was some kind of illusionist or fairground curiosity.
 
They asked Jesus for a sign. But they did not want to see where any sign would point - they did not want to conclude that Jesus was God in a human body. So the Master refused their request. Instead He categorised their obsession with worldly power as wickedness, and their self-worship as adultery against God. However religious a person might be, if they refuse to worship Jesus, they cannot love God with all their heart (Deuteronomy 6:5); they love other things or people more. Spiritual adultery starts by falling away from our 'first love' who should be Christ (Revelation 2:4-5).
 
Jesus said that there were already enough signs. Many miracles had been reported and eye witnesses could be questioned. But the prophets, who the Pharisees professed to honour, had already left a trail of signs - 535 prophecies were fulfilled by Jesus (http://bit.ly/1tIYobM). In particular, Jesus selected Jonah's experience inside the great fish. Not only did Jesus validate the historicity of Jonah's ordeal at sea, but the prophet's three days of 'burial' was a sign that Jesus would be buried and rise again on the third day.
 
Many of us only see signs in retrospect. We find it difficult to make a connection with something we have not experienced; however afterwards we can see if we do not refuse to believe (John 2:22). The signs Jesus wants us to follow are not usually mysterious or inner feelings, they are obvious and well documented in the Scriptures. Refusal to take Scripture seriously is another sign of a wicked and adulterous heart, because in the Bible God has given us instructions to obey and enough information to understand who He is and how to worship Him. Anyway, why should God give you another sign if you have refused to follow the signs you have already received?