They were expecting a ruler from the East

It is astonishing that at the time when the Virgin Mary was expecting Jesus, there was also a unique expectation among the pagans: Tacitus and Suetonius testify to a belief that a "Ruler of the world" would come from Judea.

Tacitus wrote in his Historiae: "Most were convinced that it was written in the ancient books of priests, that in those days the East would grow in power. And that from Judea would come the rulers of the world."

And again in Suetonius’ Life of Vespasian we read: "Throughout the East, an idea gained the minds: the constant and very ancient opinion according to which it was written in the destiny of the world that from Judea would come the rulers of the world."

These two historians wrote at the end of the first century and at the beginning of the second, unable to know of the triumph, still to come, of He who would one day become the "ruler" of the Western world.

lafoichretienne.com