T is convenient and appropriate to remember that when we finished the book of Malachi, we left the Jewish nation kingless. From the time that the Babylonians came in and captured Jerusalem, Israel had been without a homegrown king. Of course, they had been looking for one (as had been the wise men mentioned here in Matthew 2:1). Israel was looking for a deliverer; anticipating a return to the glory days that they read about in their Scriptures. It had been centuries since the Jewish prophets had stopped preaching about the coming of the Messiah. But the Jews had not given up hope. At least not officially.
Anyone who has even a cursory familiarity with the New Testament knows that Jesus is King. He is the King of Kings. But what did His kingship look like in Matthew 2? And, how did the wise men know to come looking for a king in Judah? The narrative here is quite simple really. Men from the east saw a star that they interpreted to be connected to the birth of a Jewish King. They came to the capital city to the royal palace looking for this Prince. They found Herod instead. The religious leaders of that time did point these easterners toward Bethlehem though. There, they found Jesus and worshipped Him. Then, God warned Joseph to get out of town (and, out of the country) to protect the young King's life. Joseph, Mary and Jesus lived in Egypt until Herod was dead. Afterward they returned to the Holy Land, but to Nazareth, not Bethlehem
Now, just because a new star rises in the sky, that wouldn’t necessarily mean that a pilgrimage is in order. How did the wise men know to look for a King? We must assume that they had Divine guidance, but did they have any Biblical leads to follow? Balaam the prophet had spoken of the coming of "a Star out of Jacob, and a Scepter out of Israel" (Numbers 24:17). Perhaps we should assume that these wise men were given a spiritual understanding of that obscure verse and then made the connection with the strange star and its exceedingly unique movements in the sky (Matthew 2:9).
Jesus is King. He has not yet been crowned, nevertheless He stands to inherit the throne of David. The Magi had it right. (Matthew 2:2 & 11). And as it is commonly said, "Wise men still seek Him!"