They would still have the Holy Books which for told of the Messiah's birth and were looking for him while the Jewish priests in Judea paid no attention to it.
According to Dwayne Edward Spencer, the Magoi were “powerful ones” while the Sophi were “wise men” of Persia where most of the dispersed Jews still lived.
Why would Pagans be interested in anything happening in Judea at that time?
>> Why would Pagans be interested in anything happening in Judea at that time? <<
In the bible, they voice their motives quite plainly: they expect him to become a great king. Since Caesar was king, he would seemingly have to be an amazing political force to topple Rome. The magi wanted in on his good side.
Ya cant make them out to be Jews; they were plainly astrologers, for even if “magi” can’t be certainly translated to “astrologers,” they speak of reading the stars. Jews would not study the stars.
...which is not to say they weren’t heavily influenced by Jews...
I've also heard speculation that a new star pointing to the location of the baby messiah may have been prophecied by Daniel, and his writings may have still existed in Babylon at that time, but have since been lost or destroyed.
Makes sense to me.