What religion did the Wise Men from the East practise?

We read at Isiah 60:6 : " The multitude of camels shall cover thee, the dromedaries of Madian and Epha: all they from Saba shall come, bringing gold and frankincense: and shewing forth praise to the Lord."" At Mtt 2:10-11, we read an account of the homage paid by the Magi to Infant Jesus: "" When they saw that the star had stopped,they were overwhelmed with joy. On entering the house, they saw the child with Mary his mother; and they knelt down and paid him homage. Then, opening their treasure chests, they offered him gifts of gold, frankincense, and myrrh. "" Given the specific reference to gold and frankincense mentioned in both Isiah and Matthew, one is inclined to believe that the Wise Men were in fact from Seba , also known as Sheba. Now, the Wikipedia has a write-up on Sabeans, quoting inter alia a statement that ancient Sabeans practised Islam, and were good at the trade of frankincense and myrrh. My question therefore is: were the Wise Men from the East followers of Islamic religion ? Do the teachings of Catholic Church tell us of such a prospect ?