Herod had a big job. As a puppet of the Roman Empire, he could only maintain his power through abusing those that he was expected to control.
Having lived in a country that was theoretically a police state, I can tell you that people under such a leader do everything they can to avoid showing disrespect. The control is not because anyone is fooled. It's because they are petrified--if not that they will personally be victims of violent outbursts, the fear is that they will starve trying to pay outrageous taxes.
This is the world into which Jesus was born, the world to which he was destined to speak with such boldness! This is why he ended up being born in a stable. It's why his family had to change their plans rather than taking their newborn back home as they must have longed to do.
The oppressed aren't the only ones that have to be on their toes, constantly watching behind their backs. So do the oppressors, fearing that the truth will be found out. Does this remind you of anything you've ever experienced or witnessed? What in today's news stories does this parallel?