It is perfectly true that an all-powerful God could have taken care of His Son in Bethlehem. But there are, I believe, at least three explanations of why God directed the family to exile to Egypt instead.
First, it fulfilled prophecy in several ways. One prophecy is found in Hosea 11:1: “. . . and called my son out of Egypt.” As certain other Old Testament prophecies, this prophecy had both a “near” view and a “far” view. Sometimes we call this horizon the law of double reference. In these cases, the prophecy had meaning not only for an earlier time (such as the time it was given) but also for some future time. This prophecy of Hosea referred back to Israel’s deliverance from Egyptian bondage at the time of Moses and the Exodus. But it also referred to Christ, Whose life paralleled Israel’s by His return to Israel from Egypt after the danger of Herod was past. The fulfillment of prophecy through the flight to Egypt is explained by Matthew in Matthew 2:15.
Another fulfilled prophecy through the trip to Egypt is found in Matthew 2:17 and 18:
Then was fulfilled that which was spoken by Jeremy the prophet, saying, In Rama was there a voice heard, lamentation, and weeping, and great mourning, Rachel weeping for her children, and would not be comforted, because they are not.
Yes, Herod could have somehow missed Jesus, had the Christ Child been in the area when the wicked king murdered the children there. But God’s choice of protection for Jesus was to get Him out of Herod’s region altogether. Still another possible prophetic fulfillment is seen in passages such as Psalm 68:31; Isaiah 19:21‒25; and Zephaniah 3:9, 10. These passages tell us that Egypt will share in the blessings of the Millennium. Verse 21 of Isaiah 19 states,
And the LORD shall be known to Egypt, and the Egyptians shall know the LORD in that day, and shall do sacrifice and oblation; yea, they shall vow a vow unto the LORD, and perform it.
We might wonder why God would bless a nation such as Egypt, which has been so cruel to Israel. Perhaps the blessing is due in part to the nation’s role in safekeeping the Lord Jesus from Herod’s slaughter.
Incidentally, Joseph, Mary, and Jesus did not stick out in Egypt like the proverbial sore thumb. A large Jewish population was living in Egypt at the time. They were undoubtedly welcome.
A second reason for the trip to Egypt is simply the rule that God doesn’t perform miracles when the ordinary can accomplish the same. If going on a trip to Egypt would accomplish the objective of safety for the young child, God wasn’t going to do a miracle in its place. We could note this principle in many ways in our own lives. For example, why put locks on our doors when God could protect us just as much without them? Or why not jump out in front of an oncoming car when the Lord is capable of protecting you? The answer to these questions is that He expects us to do our part. God doesn’t “waste” miracles or use His power frivolously.
A possible third reason for the trip to Egypt is simply those unseen purposes of God. Perhaps God ordered the trip for reasons that He chose not to divulge to us through His Word.
Concerning your second question, we may speculate about human reasons for Mary and Joseph’s lingering in Bethlehem, but we certainly can see from God’s divine perspective why they stayed around. All of the events of Jesus’ birth revolved around Bethlehem (Mic. 5:2), and company was still on the way. In the meantime, important events, including Jesus’ circumcision and the blessing of Simeon and Anna’s visit, took place. When the wise men finally arrived in Jerusalem and asked where to find the king, Herod asked the scribes and chief priests to pinpoint a place of birth. They replied with the prophecy from Micah concerning Bethlehem as the birthplace. Imagine the confusion if Mary, Joseph, and Jesus had gone somewhere else to live.
So it is obvious that God kept them in Bethlehem for the wise men’s momentous visit. It is interesting that Joseph and Mary apparently contemplated returning to Bethlehem to live after their flight to Egypt (see Matthew 2:19‒22). God intervened again and divinely directed them back to Nazareth, fulfilling yet another prophecy: “And he came and dwelt in a city called Nazareth: that it might be fulfilled which was spoken by the prophets, He shall be called a Nazarene” (v. 23).
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