It happened, when the angels went away from them into the sky, that the shepherds said one to another, "Let's go to Bethlehem, now, and see this thing that has happened, which the Lord has made known to us."
and when they sought for him among the kinsfolk and their acquaintances, no one had seen Him. So when they did not find him, they returned to Jerusalem, looking for Him ( Luke 2:44-45 ).