Holy Mary and Joseph! Don't you know those things aren't safe?! Get Jesus out of that thing before he goes down a flight of stairs. Child safety standards in First Century Bethlehem (yes, Bethlehem, not Egypt) were obviously deficient. Or at least as the Clèves Master, an anonymous Fifteenth Century Dutch artist, imagined them in an illuminated manuscript.
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And, most likely, it's the same reason why mom is also wearing her helmet while playing in her walker.
For the less educated artist this would probably have been the case, but there was a long tradition in European painting to set ancient scenes in contemporary settings. Often elements from several eras were thrown together: a Holy family dressed in ancient Roman garb in a 17th century church.
The idea, in addition to being a simple matter on convenience, was to bring the ancient story into a setting more familiar to the intended viewers, thus bringing a story from a distant place home.