In Matthew 1:1-23 there’s an incident recorded which is entirely passed over by the other Evangelists, but which is peculiarly appropriate in this first Gospel. This incident is the visit of the wise men (magi) who came from the East to honor and worship the Christ Child. The details which the Holy Spirit gives us of this visit strikingly illustrate the distinctive character and scope of Matthew’s Gospel.
This chapter opens as follows, "Now when Jesus was born in Bethlehem of Judea in the days of Herod the King, behold, there came wise men from the east to Jerusalem, Saying, 'Where is He that is born King of the Jews? We have seen His star in the east, and are come to worship Him.'" Notice, these wise men came not inquiring, "Where is He that is born the Savior of the world?", nor, "Where is the Word now incarnate?", but instead, "Where is He that is born King of the Jews?"
The fact that Mark, Luke, and John are entirely silent about this, and the fact that Matthew’s Gospel does record it, is surely proof positive that this first Gospel presents Christ in a distinctively Jewish relationship. The evidence for this is cumulative: there is first the peculiar expression with which Matthew opens — "the book of the generation of," which is an Old Testament expression, and met with nowhere else in the New Testament; there is the first title which is given to Christ in this Gospel — "Son of David"; there is the Royal Genealogy which immediately follows; and now there is the record of the visit of the wise men, saying, "Where is He that is born King of the Jews?"
Adapted from Why Four Gospels?, 1. The Gospel of Matthew, by A.W. Pink.