Magoi were prototypically a Zoroastrian priestly tribe, yes, from Old Persian magush, Avestan moyu-. And that’s reflected by Matthew’s statement that they came from the east. The Magoi had an extended reputation outside their homeland. Magos is the origin of the word magic, after all (Greek magia)! By the time of Matthew, magos had been used in Greek for centuries to refer to both Iranian Magoi and hierophants active in the Greek world, made to sound more exotic by using a foreign word. Euripides, writing in the late 400s BCE, has someone saying that a character disappears ‘through sorcery, the art of the magoi, or the secret attack of the gods’ (Orestes 1494). The Derveni treatise (also late 400s) refers to hierophants in a Greek mystery religion as magoi who make incantations and offerings of food to exorcise daimones. See: https://sci-hub.se/10.1163/15685276-12341339
Fritz Graf, in a piece on the magoi in the Derveni treatise, collects a number of other Greek references to magoi and sums them up as follows:
these passages present the μάγος as an itinerant religious entrepreneur, concerned with Bacchic initations that had an eschatological component …, divination …, healing and purification … and strange supernatural acts … With the Derveni μάγοι, these specialists share the concern with the afterlife … and, if we assume that the speaker is not very different from the magoi, divination … and initiation into mystery cults …
For some, they [the magoi] were indeed priests of another culture, either seen as authoritative as in Herodotus and Xenophon, or as somewhat uncanny, as in the historian Theopompus who tells of their power to resucitate the dead. To philosophers such as Aristotle, they representated an alien but acceptable philosophy … To others again, they were simply weird and sexually ambiguous figures; to think that they were not really Greek helped to save one’s own identity.
https://chs.harvard.edu/chapter/chapter-4-fritz-graf-derveni-and-ritual/
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