Had they NOT been warned by God they would have returned to Herod with detailed information. The “star” led them to Jerusalem first and then to Bethlehem to find the child for Herod to murder.
They were sent off to Bethlehem by Herod and the “star” led the way. They were acting as agents of Herod and thus Satan also.
“They were sent off to Bethlehem by Herod and the star led the way. They were acting as agents of Herod and thus Satan also.”
So the “star” was also in on the plot?