"Magi" were priests of Zoraster. It is true that our current word for magic is derived from this root but that doesn't mean that the text is saying they were _magicians_.
That's the etymology of the word, but there is no indication in the gospel of Matthew (the only one to even mention this) that it's a reference to Persia.
That would be like saying when anyone who mentions "algorithm" is really talking about Uzbekistan, because al-Ḵwārizmī means 'the man of Ḵwārizm' (now Khiva).
Aristotle and others specifically said that the Magi did not practice metaphysical sorcery. They believed the Magi could, for example, divine the future, but doing so through their study of astronomy (i.e. their science-y astrological knowledge).
The biblical account of the Magi and the star they followed perfectly matches the mythos of Persian Magi in Greek culture. The story itself tells the reader not only that those rational leaders over yonder were convinced about the importance of Jesus, but that they knew because "science" revealed it to them.
Point being, while our particular categories aren't perfect fits for the ancient and classical worlds, the general human and cultural dynamics were quite similar. They weren't unsophisticated rubes blind to their own ignorance; not much more, if at all, than we are today. What really distinguishes us is our wealth, and how a much larger fraction of our society has the opportunity to study and debate ideas like patricians and philosophers of yore.
If you have some relevant references that would be helpful.
AFAIU, many historians believe, at least tacitly, that atheism wasn't a thing in the ancient world, and therefore that religious and mystical ideas were unconsciously and hopelessly intertwined and melded with other knowledge and beliefs, at least much more than today (assuming they even admit we still do it today). Probably because they understand atheism, and implicitly agnosticism and religious skepticism, as a modern ideology; which, as an "ideology", it is, but that's skipping ahead a few steps. They look for evidence to refute that assumption, and it's relatively scant (though not non-existent), for all the reasons most of history is lost to us. But if you start from the opposite assumption, that people think and behave similarly, I think the evidence strongly supports that the same intellectual dynamics were at play, certainly among the learned. Emphases and perspectives are different--even today each generation is more interested in certain questions than others. And of course literacy and, presumably, exposure to diverse ideas was less common (that was my point about wealth). But AFAICT and IMHO all the same threads are there, the distribution is just different. If you were teleported to 100 BC, I'm confident you could find people with very modern ideas and perspectives, they'd just might be more difficult to locate. But I think even the general milieu wouldn't be too foreign, depending on time and place. (If you teleported to the US during one of the Great Awakenings, the milieu would be much more religious than at other earlier and later times.)
What definitely stands out in the surviving works is that atheism was generally cast in a negative light. While there's often open derision of magic and aspects of foreign and cult religions, religion was generally understood as an important element of a healthy polity. Though, in Plato's works its arguably (IMO conspicuously) ambiguous whether sincere belief is necessary, or just tacit acceptance and active participation in rituals. But none of that is unlike the situation until 50-100 years ago in the modern Western world.
Anyhow, among the few books that directly speak to this topic are Atheism in Pagan Antiquity (1922), https://www.gutenberg.org/ebooks/28312, and Atheism at the Agora: A History of Unbelief in Ancient Greek Polytheism (2023). They contain lots of references and quotations to classic works. The first book I came across via Reddit: https://www.reddit.com/r/AskHistorians/comments/9gtbs6/comme...
There are some philosophers who attempted to divide miracles from magic. They tended to classify the latter as esoteric science confined entirely to the natural world with no supernatural elements, and the former as invoking the aid of some confirmed divine being. When one considers souls and demiurges to be part of the natural world, however, even this most imaginative delineation is an inherently blurry one.