I think that’s one of the questions that is unanswered in the Holy Bible. But what I can show you is something from a private revelation. Being a private revelation, it can’t be presented as fact. But this one, The Mystical City of God by Ven. Mary of Agreda, gives an answer to this question that I think makes a lot of sense. Here is an excerpt from Vol. II of IV of the 2,676 page set:
Although Lucifer suspected, that Herod was seeking to kill the Messias, he considered him demented and treated him with derision. For in his pride he obstinately held fast to the opinion, that the Word, upon entering into the world in order to set up his dominion, would not come humbly and in a hidden manner, but with ostentatious power and majesty, while in reality the infant God chose a far different way, being born of a Mother poor and despised by men.
Thus misled, Lucifer, having noticed some of the strange events connected with the Nativity, called together his helpers in hell, and said to them: “I do not find any occasion for fear in the events, which we have noticed in the world. It is true, the Woman whom we persecuted so much, has given birth to a Son, but in such poverty and neglect, that She could not even procure a lodging-place in order to be delivered. We know all this to be far from the power and greatness of God. If He is to advance against us as weak as we have seen this Child and as we have assured ourselves concerning It, He certainly can make no headway against our power. We need not fear that He is the Messias, since there is even a plot to kill Him as being mortal like the rest of men. This does not seem to point to the salvation of the world, since He himself seems to stand in need of atoning for his fault by death. All these signs conflict with the purpose of the Messias in coming into the world and therefore it seems to me, that we can rest assured, that He has not yet come.” The ministers of evil approved of the decision of their damned chief and they were all satisfied, that the Messias had not yet com, for they were all accomplices in the malice and pride which blinded him.
(Agreda, Mystical City of God, TAN, Vol. II, p.422)
Disclaimer: I typed this from the book, so there’s a possibility that I could have mistyped something.