No because they did not understand what it meant. They guessed (with right or wrong reasoning) that the “star” referred to a new King – probably of the Jews. So they went to find out. What God did was to put a sign in the sky.  This is not unusual. God used the sky as a signboard many times (remember Noah,  Joel 2.30, Lk 23.44 etc).

But the meaning of what was seen in the sky was not to be found in the sky (even though the Magi had a good idea). The Magi had to be told by Jewish scholars (Matt 2.4) what the sky sign referred to.

But the meaning of the sign appears to have escaped the scholars because it was the foreign astrologers who worshipped the new King and gave him gifts.

So why did God do this? One reason may be that when the creator took human flesh the whole creation was involved in pointing to this great event. From the point of view of the foreigners, it made clear at the very beginning of Jesus’ life on earth that foreigners were included among his worshippers.