The point of the holy family's fight into Egypt is not to teach us about the politics of immigration or refugee status but that Israel has become the new Egypt and that God will be leading His people out of her.

Both Egypt and Judea were client states of the same empire at that time, and frankly, the NT gives the leaders of that empire a friendlier description than it does the leaders of Israel.

The Messiah is the king of all the nations, but He chooses to assume a lowly form for a season in order to redeem all nations from the inside out. But He will return a second time in glory and power, to judge all who have not bowed the knee.

The redemptive irony here is that God's judgment is salvation for His people. He condemns their enemies, whether internal or external, and delivers them. His resting place, and their's, shall be glorious.