I am very curious to know how you got this information and where you found it. Please show me.
The Bible is not a history book - that very statement “where in the Bible do you” is a false dichotomy when it comes to a historical question.
The New Testament only says that they came “from the East.” No other clues are provided — we could argue that the Magi were from a distant region, because they apparently had no idea that Herod was on his deathbed, or that the Jews were ruled by a foreign dynasty.
The very term Magi predates Christianity and is an Old Persian word.
It was the term for Zoroastrian Priests - cognate with Mobad