Matthew 2:1-9 tells that they went back a different way because the angel warned them too.
Luke 2:20 tells no more of the shepherds either except they went back to the fields to tend their sheep.
I figured this out, an angel told the shepherds. the wise men saw a star and followed it . it took them to Herod first and then led them to Jesus. then the angel came to the wise men and warned them. i truly believe satan sent that star.........
God sent the angel.......i know it is not relevant to the question , just wanted to share it.