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I wonder with how much certainty, can people make this assumption.
They can't. The only indication of place of origin of the magi is "from the east". That could in theory be anywhere from Nabatea to China. However, the word "Magi", which is the actual Greek word used in the original texts, is a Persian-derived word and frequently associated in non-Biblical sources with the astrologer-priests of Zoroastrianism, the dominant religion of Persia at the time. The Magi, as reported in the bible, were star-watchers, which backs up this hypothesis; the Indo-Scythians were Buddhists. As Persia was ruled by the Parthians in 1 AD, a coin of
Phraates IV or V might be a more logical choice for a "coin of the Magi".
And, logically, even if the Magi had come all the way from Indo-Scythia, they wouldn't still have had Indo-Scythian coins in their purses. Indo-Scythian coins are quite debased, and wouldn't have been readily accepted further west where good silver coins still circulated. They'd have had either Parthian or Roman coins on their person during their visit.
Of course, the marketing of Indo-Scythian coins instead is more about pragmatism than logic. Not only do Indo-Scythian coins look cooler, but they're more abundant in the bulk quantities needed for the mass-marketeers, thanks to the recent disorder in and western exposure to Afghanistan, the ancient Indo-Scythian homeland.
Don't say "infinitely" when you mean "very"; otherwise, you'll have no word left when you want to talk about something really infinite. - C. S. Lewis