When God wanted to reveal what he was doing in the incarnation of his Son, what would you expect would be the most likely chain of revelation? You can imagine the Creator of the universe would have it just as carefully orchestrated. Perhaps surprisingly, it took over a year for Herod and the religious leaders of Jerusalem to hear about it. Of all these, who would you expect to take priority? Herod? The religious leaders? 
Scripture:  Luke 2:21-38; Matthew 2:1-8