25 Then they sat down to eat. And looking up they saw a caravan of Ishmaelites coming from Gilead, with their camels bearing gum, balm, and myrrh, on their way to carry it down to Egypt. 26 Then Judah said to his brothers, “What profit is it if we kill our brother and conceal his blood? 27 Come, let us sell him to the Ishmaelites, and let not our hand be upon him, for he is our brother, our own flesh.” And his brothers listened to him. 28 Then Midianite traders passed by. And they drew Joseph up and lifted him out of the pit, and sold him to the Ishmaelites for twenty shekels of silver. They took Joseph to Egypt.
This statement, "They took Joseph to Egypt," would have stung the hearts the original readers of this document. Moses is most likely the author of this book so his audience would be the people of Israel who had been enslaved in Egypt for over 400 years and were just recently delivered. This story would have brought up old memories of their enslavement in Egypt.
Genesis mentions one journey to Egypt prior to this journey of Joseph. Abraham in Genesis 12 travels to Egypt and sojourns there to avoid a famine. In this incident Abraham lies and tells Pharaoh that Sarai is his sister, not his wife. Pharaoh takes her as his wife and as a result God brings plagues upon Pharaoh's house. So Pharaoh discovers the truth and sends them away. This is one of the few blemishes on Abraham's record.
This story along with Joseph's story and the Israelite's experience of slavery in Egypt would lead the reader to cringe at the statement. When one "goes down to Egypt" bad things tend to happen.
This is the background in which the gospel writers are writing their account of Jesus. They know their readers have all this in mind when they write about Jesus. An angel warns Joseph (Jesus' earthly father) that Herod is trying to kill Jesus so he should take him to Egypt. When you read the gospels and hear that the immediate reaction should be, "Uh oh! Something bad is going to happen." However, in the story of Jesus their sojourn in Egypt is uneventful. It is a trip to avoid Jesus' death which is followed by a quick return to region of Galilee.
Knowing stories like this one help us see what the gospel writers are doing when they write their accounts of Jesus the way they do. They pick up on many of these feelings that the original readers would have and often demonstrate how Jesus is overcomes and prevails where former patriarchs of the faith failed.