Albert Barnes on Luke 2:39

They returned into Galilee. Not immediately, but after a time. Luke has omitted the flight into Egypt recorded by Matthew; but he has not denied it, nor are his words to be pressed as if he meant to affirm that they went immediately to Nazareth. A parallel case we have in the life of Paul. When he was converted it is said that he came to Jerusalem, as if he had gone there immediately after his conversion (Acts 9:26); yet we learn in another place that this was after an interval of three years, Gal 1:17,18. In the case before us there is no improbability in supposing that they returned to Bethlehem, then went to Egypt, and then to Galilee.