Once again, the late, great T.S. Eliot has created a persona through which to tell his tales. And while the Magus in "Journey" might not have been created from the ground up (like, say, a certain Mr. Prufrock), he's certainly given much more of a personality than the Bible affords the guy (the Magi are only mentioned in the Gospel of Matthew, and only relatively briefly). Eliot's mission was to make a multifaceted person out of this Biblical character, and he totally pulls it off. The Magus is miserable, nostalgic, hopeful, doubtful, resigned… we could go on, but suffice it to say he's got a full range of emotions in this depiction.
It's something that Eliot does particularly well—creating personae, that is. He certainly writes a lot of his poetry from his own point of view, but some of Eliot's most famous work concerns the stories of others. Whether he's doing it dramatic-monologue-style, or by taking on tons of different speakers, like in "The Waste Land", Eliot uses elaborate characterizations to make complicated commentary about human behavior, religion, modern life, and more.
And then there are those pesky allusions. Eliot just wouldn't be Eliot if he neglected to point to about ten different literary classics in as many lines. In this poem, he draws mainly on the Bible and a few other religious sources, but in other poems, he's been known to go totally nutso and draw from just about anything he can find.