Joseph & Mary went to Bethlehem because it was the "City of" this king & Joseph came from his lineage
[PAR] And Joseph also went up from Galilee, out of the city of Nazareth, into Judaea, ... 
is called Bethlehem; (because he was of the house and lineage of David:) ... in 
Bethlehem of Judaea in the days of Herod the king, behold, there came wise men 
... into the house, they saw the young child with Mary his mother, and fell down,... [DOC] [TLE] JOSEPH -- Legitimate Father of the Messiah!