The Bible does not say. But it does reveal interesting details that may have affected their choice.

An angel told Mary that she would become pregnant and give birth. When the angel delivered this message, Mary and Joseph were living in Nazareth, Joseph’s hometown in Galilee. (Luke 1:26-31; 2:4) Later, when they came back from Egypt, they returned to Nazareth. Jesus grew up there and became a Nazarene. (Matt. 2:19-23) So we rightly associate all three​—Jesus, Joseph, and Mary—​with Nazareth.

Mary had a relative by the name of Elizabeth, who lived in Judah. Elizabeth was the wife of priest Zechariah and became the mother of John the Baptist. (Luke 1:5, 9, 13, 36) Mary had visited Elizabeth and stayed with her for three months in Judah. Then Mary returned to Nazareth. (Luke 1:39, 40, 56) Mary thus had some familiarity with the territory of Judah.

In time, Joseph obeyed the decree “to be registered.” Thus Joseph traveled from Nazareth to Bethlehem, which was “David’s city” and was the prophesied birthplace of the Messiah. (Luke 2:3, 4; 1 Sam. 17:15; 20:6; Mic. 5:2) After Mary gave birth to Jesus there, Joseph did not expect her to undertake the long trip back to Nazareth with a newborn. They stayed in Bethlehem, which was some nine kilometers (about 6 mi) from Jerusalem. It would thus be convenient for them to take their infant to the temple and make a proper offering.​—Lev. 12:2, 6-8; Luke 2:22-24.

God’s angel had earlier told Mary that her son would receive “the throne of David” and would “rule as King.” Might Joseph and Mary have found it significant that Jesus was born in David’s city? (Luke 1:32, 33; 2:11, 17) They may have thought it wise to continue there and await any further indications of God’s will for them.

We do not know how long they had been in Bethlehem when some astrologers arrived. By then, however, the family was living in a house, and their son was a “young child,” not an infant. (Matt. 2:11) It seems that rather than go back to Nazareth, they stayed in Bethlehem long enough to get settled in.

Herod ordered that “all the boys in Bethlehem . . . from two years of age and under” be killed. (Matt. 2:16) Having received a divine warning about this decree, Joseph and Mary fled to Egypt with Jesus and stayed there until Herod died. Later, Joseph took his family up to Nazareth. Why did they not go back to Bethlehem? To avoid Herod’s tyrannical son, Archelaus, who was in Judea, and to comply with God’s warning. In Nazareth, Joseph could safely raise Jesus as a true worshipper of God.​—Matt. 2:19-22; 13:55; Luke 2:39, 52.

Apparently, Joseph died before Jesus opened the way to life in heaven. Joseph will thus be resurrected on earth. Many will be able to meet him and learn more details from him as to why he and Mary remained in Bethlehem after Jesus’ birth.