In short
The wise men probably wanted to worship the newborn Jewish king because Daniel, who had been a leader of the wise men of Babylon (Daniel 2:48), prophesied the coming of Jesus.
That these Babylonian astrologers are preoccupied with the birth of a Jewish king and come to worship him can be clarified from the fact that the prophet Daniel, who had once been their leader (Daniel 2:48), prophesied of his coming.1
2 saying, “Where is he who has been born king of the Jews? For we saw his star when it rose and have come to worship him.”