Their faith in God took them on the incredible journey of being parents to the Son of God. It took them from Bethlehem and waiting family in Nazareth to Egypt. And, finally, it led them back home when it was safe and their son's life was no longer in danger. It is indeed a story of incredible faith and they were little more than children when the Abraham like journey began. The faith they modeled was a risky faith, one which was dependent upon God, and one which went outside the boundaries of common sense and understanding.
In a book entitled Gratefulness, the Heart of Prayer the author, Brother David Steindl-Rast writes a word about Abraham that applies to Mary and Joseph as well: Abraham's faith, his trust in God, was able to uphold even beliefs that seemed contradictory on the level of mere intellectual reasoning." Even as it made no sense for Abraham to offer his son as a sacrifice, neither does much of the nativity story make sense if you are Mary and Joseph listening to the voice of God being spoken through an angel telling you that the Savior of the world is going to be your son. It surely required an amazing journey of faith, one much more arduous than a mere journey to Bethlehem.