Why was it a good decision not to tell Herod where Jesus was?
So that Herod wouldn't send his men to kill Him. They knew this
because they received a warning in a dream, and they believed that
warning, so they took a different route home.
-----------------------------------------------------------------------------------------------------
The specific Bible verse is Matthew 1:13.
When they [the Magi] had gone, an angel of the Lord appeared to
Joseph in a dream. "Get up," he said, "take the child and his
mother and escape to Egypt. Stay there until I tell you, for Herod
is going to search for the child to kill him."
King Herod was a wicked man who feared the coming of the
Messiah. Joseph received the same warning that the wise men
received, advising them of Herod's desire to kill Jesus. In fact,
Herod's cruelty is revealed in verse 16;
When Herod realized that he had been outwitted by the Magi, he
war furious, and he gave orders to kill all the boys in Bethlehem
and its vicinity who were two years and under, in accordance with
the time he had learned from the Magi.
These quotations are from the New International Version
Bible.