Without a doubt it was their intention to return and report to Herod.

And the result of such a return would have been the death of the child.

But God here intervened and warned them in a dream.
These wise magicians relied upon dreams.

"Being warned of God in a dream that they should not return to Herod, they departed into their own country another way." Satan again was thwarted in his wicked purpose.
[156]The real intent of Herod in sending these wise men is disclosed by what subsequently happened.

"Then Herod, when he saw that he was mocked of the wise men, was exceeding wroth, and sent forth, and slew all the children that were in Bethlehem, and in all the coasts thereof, from two years old and under, according to the time which he had diligently inquired of the wise men." (Matthew 2:16) Determined not to be thwarted in his purpose, Satan and his instrument Herod were willing to destroy all the babes in and about Bethlehem, with the hope of destroying the one that was to be the King and Savior of the world.