Matthew 2:8

And he sent them to Bethlehem
Having got out of them all that he could, and was for his purpose, he informs them of the place where they might find the person they came to inquire after, according to the account of it which the chief priests and scribes had given him; and then sends them away to Bethlehem, where Christ, according to prophecy, was to be born, and now was born. It may seem strange that neither any of the Jews, nor Herod, or any of his ministers and courtiers, should go along with these men to Bethlehem; since it was but a little way off, not above five or six miles from Jerusalem; and since the birth of such a person was no trivial thing, but an affair of great concern and importance. The Jews might not care to go, lest Herod should suspect that they were going to revolt from him, and set up this new born king against him; and it might be a piece of policy in Herod and his courtiers not to accompany them, for they might imagine that the parents of the child would be jealous and afraid of them, and would therefore conceal it, when they would be in no fear of strangers: and no doubt but the wise providence of God overruled and directed this matter, that so the young child Jesus might be preserved from the bloody designs of this tyrant; who often takes the wise in their own craftiness, and carries the counsel of the froward headlong. When he dismissed them he gave them this charge and these orders,

go and search diligently for the young child;
go to Bethlehem, the place of his birth I have told you of, and there inquire and search in every house and family, omit none till you have found him;

and when you have found him bring me word again;
give me a particular account of him, who are his parents, and where he dwells,

that I may come and worship him also:
for they had declared, that the reason of their coming was to worship him; this he said hypocritically, in order to hide and cover his bloody intentions.