In short
Joseph initially wanted to settle in Judea because that would be where Jesus could best carry out his redemptive task (Matthew 1:21), near Jerusalem, so he obeyed the angel’s summons to go to Israel.
It had been revealed to him that the Lord had a special task for Jesus in Israel, and that Jesus would be spared until he had fulfilled that task. With this in mind, Joseph obediently takes the child and his mother and enters Israel (Matthew 2:21–22). It seems obvious to him that he should establish himself with Jesus in Judah, in the vicinity of the city of Jerusalem. The appearances of the angel in the dreams had convinced him that Jesus would have a task as priest and king in the city of the temple, the city of David.
21 And he rose and took the child and his mother and went to the land of Israel.