The Wise Men miscalculated!
Thus the wise men miscalculated then. The way they think about Christ is that, if he is the King of the Jews, he will occupy the Royal City and castle. And so they head straight for Jerusalem; but when they arrive there, they find that they have erred. What to do? They refer to the Scriptures, according to which the Jews knew that the King of the Jews is not to be born in Jerusalem but in Bethlehem of Judaea, as recorded in the prophet Micah. The Word is a trustworthy star, and it guides them straight to Christ. Without and apart from the Word, they would not have found Christ the King.
(Epiphany Sermon, 1532, Dr. Martin Luther - in Luther's House Postils - Vol. 1 - p. 201)