I don't know if the Wise Men knew the exact prophecy or were just following the star, but sadly the one who knew the prophecy - Herod, thought he could stop it.
I think it so common that we all seem it strange that Herod was so dense about prophecy when we all live as dense. It is so easy to “believe” prophecy in retrospect – hindsight is 20/20 type of thing, but to study and believe prophecy now is not average Christian living.We surely believe we are in the latter days and time is running out. Whether we are pre, post, or midtribulation, we know some day our Savior will return. Will we be more ready than Herod or will we fight against it as he did?
I love the contrast of the Wise Men who are in a childlike way pressing on to worship the Savior and the king who is trying to figure out how to stop the King from becoming King. All the prophecy is yes and amen, so we need to be wise and embrace it.