Does it matter?
And having been warned in a dream not to go back to Herod, they returned to their country by another route. Matthew 2.12
Matthew's account of the birth of Jesus tells us nothing of what become of the Magi, simply that "they returned home by another route", in order to avoid Herod. Likewise, Luke - the other Gospel writer who offers us a glimpse of the circumstances surrounding Jesus's birth - does not follow up on what became of the shepherds to whom the angels appeared. They hurried to Bethlehem to "see this thing which has come to pass" - and then what?
The straightforward answer is that we don't need to know. The Bible feeds us what we need for salvation but it does not exist to satisfy our curiosity. When put like that, it sounds reasonable yet... these human stories - of lives transformed - can be helpful, even inspirational. However, in these cases we can only speculate. Did the Magi continue to meet together, in memory of what they had experienced on their journey and in anticipation of what the infant might grow up to become? Did those shepherds keep in touch and join the crowds who followed Jesus in later life?
What about us? Through the accounts of Matthew and Luke, we have walked in the shoes of the shepherds and the Magi. We have heard the angelic chorus, we have seen the star. It moves and therefore changes us every time, so we become different every Christmas, returning by "another way". But to what? Same old, same old - or is the change built to last - unlike those "new year resolutions" which rarely and barely make it into February?