I watched the PBS documentary on the three kings and their travels to Bethlehem. Although well presented, it is interesting to note how much one's perspective, in this case the Christian world view, clouds the lens. Before I start, let me assure you that in no way I'm making parallels to the current situation, countries or people. These events occurred when the world was a different place altogether.
That the travelers came from Persia, that they were Zoroastrian Magi following a dream interpretation, conjectured the astrological heavens and brought gifts is straightforward. But the historical setting was touched upon gently. The impression that these priests were acting on their own or at least in isolation, however, is not plausible.
A large conflict had two great and mature empires at each other's throat. The Romans were expanding to the east and had captured Judea and placed their own vassal king on its throne. The Persian Parthian Empire was at least as powerful as the Roman Empire since their lasted from 50BC to AD218 when Marcrinus finally made peace with Persia. When in 20BC a demand was made for return of Roman captives, Rome made a show of Judea, which was exactly half way. The Persian king Phraates (unfortunately we have to rely on the Roman documents for the names of Parthian kings because of the destruction of temple documents during the Arab invasion) quickly gave way, wise to avoid a war against the newly united Roman Legions. This was after all the period of supreme Roman power.
So what should a king as shrewed as Phraates do in the face of this danger? The Alexander disaster was not yet forgotten and was only a couple of hundred years old. How about funding resistance? Considering that Herod was not entirely Jewish (at least half Cyprian) and gained power with the usual roman intrigues, and that his ambitious building projects were reminiscent of not-so pleasant Egyptian memories, it would have been the sort of calculated moves that could free Judea, or at least tangle the Romans there so that the march East would give them second thoughts.
The Jewish people have always enjoyed the protection of the Persian empire, ever since their deliverance from Babylon and the grant of their rights of settlement in Judea. During this time, a sizable proportion of the population were Pharisees, descendants of Farsis, or Jewish Persians.
Now on to the dream. The Magi's inclinations were towards purity. Purity of words, thoughts and deeds. They were astrologers to the Kings. The Zoroastrian religion being the Parthian state religion, it supervised all things associated with the education of the young, the healing arts, and birth and death ceremonies. This was a very centralized and hierarchical organization, so much so that one reason given in historical texts for the en-masse conversion of Zoroastrians to Islam was the rigidity of the rituals and priesthood powers that were exerted over much of the government. However it was always the King's dream that mattered, since the King was given his power (and in particular divination power) directly from Ahura-Mazda. One of the major duties of the Magi serving the King was the interpretation of these dreams, since they came directly from God.
It is likely that the King's dream set events in motion. He must have been worried about the Roman march east, and the fate of one of his (perhaps favorite) vassal states under the brutality of Herod. This is in line with the dualistic Zoroastrian view of the world, where Ahriman's forces were everywhere at work and must be stopped. From there, to dispatch the Magi in order to find a suitable rebel leader (one with ties to the David's blood line through the person of Joseph) is conjecture, but a plausible one.
To push the argument a little farther, one might be tempted to think that perhaps more than money was offered. Perhaps education in fields well known to the Magi, healing, strategy, divination?
The fact that Herod started his bloody campaigns soon afterwards might also point to suppression of the fermented rebellion, many years before the Masada massacres.
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