Hebrew scholars in Jesus’ day clearly expected Bethlehem to be the birth place of the Messiah.
These men were from Persia whose knowledge of the Hebrew Scriptures could be traced back to the time of Daniel.
How to Become Wise Matthew 2: 1-2, 10-11
Now after Jesus was born in Bethlehem of Judea in the days of Herod the king, behold, wise men from the East came to Jerusalem, 2 saying, “Where is He who has been born King of the Jews? For we have seen His star in the East and have come to