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In my opinion the star of Bethlehem was no more than a personal vision of the Magi and not seen by anyone else on earth. The records of the Chinese and other cultures don't mention any unusual heavenly events at that time, let alone the inhabitants of Judea. The Magi were likely star gazers who received visions and revelations from the angels they closely identified with the stars. This practice was very ancient. Even Rev 1:20 identifies the seven stars with the seven angels of the seven churches. For the Jews, the appearance of the angels to the shepherds (Luke 2:8-14) was a corresponding event in line with their religion. The Magi's concern with the king of the Jews arises from the Zoroastrian religion which predicted a savior, the saoshyant, would arise to save humanity from destruction. Various forms of Zoroastrianism were highly popular in the Roman Empire at that time (Mithraism, Zurvanism, Manicheism) but quickly declined with the growth of Christianity. It is highly possible that the Magi believed that Christ had fulfilled the prediction of the saoshyant.
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