The phrase "wise men," in Matthew 2:1,7, is Magi (or Magoi) in the Greek original, and applies to members of a special group of men.A class of scholars called the Magi (from which our modern word "magic" is derived) may originally have come from a certain tribe in Media, and may even have later become a part of the governing body of Persia.

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This event in itself would constrain many of the Persian members of the Magi at that time to study the Jewish sacred books, especially the Messianic prophecies of Daniel.

This lore would have become a key part of the Magi's traditional learning, handed down generation after generation, even to the time of Christ.

There is even an ancient tradition that Balaam, the notorious prophet from Mesopotamia, was an early member of the Magi, perhaps even their founder.

If so, this fact would at least partially explain why the Magi at the time of Christ were aware that a special star would be used by God to announce the Savior's birth to this world.

There were very likely more than three Magi in the group, probably a dozen or more.

They had come from "the east," and were themselves representatives of one or more great nations, traveling no doubt with a military escort and a sizable entourage of servants.

Even so, why should this upset a powerful king acting under authority of the great Roman empire, supposedly dominant in all the known world of that time.

Herod had been appointed "King of the Jews," by no less then the great Caesar Augustus himself, so why should he be troubled by these dignitaries from the east? were not part of the Roman empire at all, but rather part of the large and powerful Parthian empire, which was a serious rival to Rome and had defeated several attempts by the Roman legions (including one led by Herod himself, before he became king) to subjugate her.

Something like this may at least partly explain why the Persian Magi?