Herod wanted Jesus dead. The Magi did not oblige him with any assistance. So Herod, true to form, just wiped out all the little kids who could possibly be the one he was after. This is a clue to his level of sanity.
But Joseph (the unsung hero) to the rescue, with some help from an angel. Off to Egypt. This sets up a mini version of the Exodus. The salvation of God’s people has begun.
The family ends up in Nazareth, in Galilee. Can anything good come from Nazareth? It’s a little town of at most 500 people. A nice place to bring up a child. A safe place. Judaea is not a safe place. (Remember this for much later in the story.) Galilee and Nazareth are sleepy; completely different from Judaea and Jerusalem.
Jesus has an ordeal ahead of him. God blessed him with a great adopted father to keep him out of trouble and teach (show!) him how to be righteous. Joseph is wise. Having an angel giving instructions doesn’t hurt either. And God blessed him with a great place to grow toward what he needs to be.
Now the silent years.