“According to the Gospel account, the wise men both worshipped Jesus and obeyed God. Doesn't sound like an agent of Satan.”
They were also astrologers, a practice condemned by God (Deut. 18) and they also obeyed Herod (Matt. 2:8).
“So they went to the capital of Israel. That's reasonable”
They were led by a “star”, not to the child Jesus but to Jerusalem and Herod. (Matt.2:2) Reasonable? Why, if this “star” was able to lead them from Jerusalem to Bethlehem? (Matt. 2:9).
“So they asked the king (according to Scripture God's chosen civil authority).”
Herod was not chosen by God to be king, being an Edomite, a people condemned by God as wicked, (Mal. 1:4) and not of the line of David or tribe of Judah.
“Furthermore, do you really think Satan would need some out of country folks coming from a far distance asking directions to discover out what all the chief scribes and priests already in Jerusalem already knew?”
What Satan needed was not the point. That's akin to asking if Satan needed Herod to do his killing for him.
The chief priests, etc. knew the where by prophecy (Matt. 2:4-6) but the when Herod learned from the astrologers and the star's appearance. (Matt. 2:7)
By this time Jesus was living in a house (Matt. 2:11) so the depictions of wise men visiting a babe in a manger just aren't so. According to Luke 1&2 it was the shepherds who visited Jesus in the manger and it was angels that made the announcements of events connected with Jesus’ birth, no stars involved.
“A bank robber asked a little old blue-haired woman how to get to First National Bank. He then went there and robbed it. The little old blue-haired woman was an accomplice or agent of the bank robber.”
Your analogy doesn't fit the account. The magi, the astrologers were not little old ladies, they were condemned to death under the Law given by God. (Lev.19 and Deut. 18).
And if one puts the very best face on their actions it would be that they were unwitting accomplices and really believed Herod the Thug wanted to worship another king of the Jews, especially one not of his family.
Had they not been warned by God not to return to Herod (Matt. 2:12) they would have had been able to give him the exact location of the house where Jesus lived.
Herod sent the astrologers to Bethlehem (Matt. 2:8) and the star led them to Jesus. (Matt. 2:9).
Thus a close examination of the account makes clear who and what these wise men were and who they were serving.