Then at dawn we came down to a temperate valley,Wet, below the snow line, smelling of vegetation; (21-22)
This passage could be a reference to the effect of Christianity on the world (as told by Christians, of course). The Magi, having tramped through the awful cold and slush of winter, suddenly find themselves in an altogether more pleasant climate (though still not as hot as where they've come from—not Hellishly hot, in other words, hint hint). It smells of vegetation, which signals fertility and food, which is a relief to the Magi for sure. The whole thing is a bit odd though, because of what Christianity will mean to the Magi by the end of the poem. But the whole point of the piece is that religion is mighty complicated, so we're pretty sure that contradiction isn't a mistake.
Six hands at an open door dicing for pieces of silver, (27)
This reference to not only Judas's betrayal but also to the Romans' divvying up of Jesus's clothes could be looked at as emblematic of religion because of the way in which it contains both sin and salvation. After all, the crucifixion and resurrection of Jesus, according to Christian belief, are what will save us all.
Finding the place; it was (you may say) satisfactory. (31)
If we look at this quote as a prophecy entirely fulfilled—the Magi followed the star, they listened to the angels, and everything went according to plan—then the "you may say" part may well be the Magus's first realization that the prophecy doesn't include his own salvation. So while the prophecy has been satisfied, and everything should be in its right place, nothing could be further from the truth for the Magi. So you may say, but the Magi sure don't.