The name Magi comes to us from old Persian. This is also the root word for magic. Magi were the ancient Zoroastrian priest in Parthian, and Sassanian Persia. The top Magi at the same time were also Kings of Persia and typically the Magi, which were kings, traveled with their armies. Let me explain, if Herod spoke to the wise men (Magi) and found out about Christ, he could have simply killed the Magi, if they didn't have an army with them. Secondly, it is quite possible that these wise men would have been killed off by bandits of thieves if they were traveling by themselves. Again, when we think of wise men do we think of young strong man able to defend himself or someone like grandpa Bob. Most of the Parthian Dynasty moved into Armenia after the wars with the Sassanians, and accepted Christianity.