If I were to turn this story into a play, there would be some pretty fierce dialogue at this point.
I'd imagine the Wisdom Seekers trying to figure out what to do.
Figure out what to do in the impossible situation in which they find themselves.
Should they follow the instructions Herod has given them endanger the baby?
Or should they go back to him and pretend that they haven't found the child so endanger themselves?
In my play, the discussion would be heated, probably anguished, and would come to no conclusion.
But next morning, the Wisdom Seekers would start preparing to leave .
All knowing exactly what they were going to do: just walk away from the whole situation.
Are we any different?
What do we do on those few precious moments when we catch a glimpse of the truth?
Particularly if that glimpse of the truth leads us into dangerous opposition to the world around us?
What do we do? Do we act according to the truth we have just discovered?
Or do we just walk away as if nothing has happened?
Perhaps the thing not to do, would be to act on that which we perceive as true for ourselves, because it might not be true for others, and there's always the possibility that sometimes what we tell ourselves simply isn't true. And anyway, truth as concensus of opinion is not a certainty, truth as an approximation of probability is not certainty, truth is only relative to the knowledge base upon which it is built, change your knowledge base and your truth will change, it is mercurial, rather than solid, in nature.
What we can do, is set our own perceived truths aside and simply do what is right in the world, regardless of the varacity of our own truths, true, or not.