Robert B Waltz:
3. There is no actual evidence that they came from the east. It was the star that was in the east. It actually makes more sense to assume that they followed the star from the west.

Except that, if we are accepting the Bible in general, then this was foretold in Psalm 72 (or commented on if you believe that the Book of Psalms was a late addition):
The eastern kings of Sheba and Seba will bring him gifts. All kings will bow before him, and all nations will serve him. He will rescue the poor when they cry to him; he will help the oppressed, who have no one to defend them.