What is the message in the story The Gift Of Magi?

There is purposeful symbolism in the gifts, but hyperbole? probably not. Each of the gifts was a message to Joseph and Mary.

Most likely Persian astronomers and astrologers, the wise men brought

gold - to symbolize the birth of a king

frankencense - a sacred incense to acknowledge that the wise men knew the nature of whom they were giving the gifts to

myrrh - an embalming fluid to symbolize the danger Joseph and his family were in