Matt. IV. 1.
“Then was Jesus led up of the Spirit into the wilderness, to be tempted of the devil.”
Then. When? After the descent of the Spirit, after the voice that was borne from above, and said, “This is My Beloved Son, in whom I am well pleased.” And what was marvellous, it was of the Holy Spirit; for this, he here says, led Him up. For since with a view to our instruction He both did and underwent all things; He endures also to be led up there, and to wrestle against the devil: in order that each of those who are baptized, if after his baptism he have to endure greater temptations may not be troubled as if the result were unexpected, but may continue to endure all nobly, as though it were happening in the natural course of things.
Yea, for therefore you took up arms, not to be idle, but to fight. For this cause neither does God hinder the temptations as they come on, first to teach you that you have become much stronger; next, that you may continue modest neither be exalted even by the greatness of your gifts, the temptations having power to repress you; moreover, in order that that wicked demon, who is for a while doubtful about your desertion of him, by the touchstone of temptations may be well assured that you have utterly forsaken and fallen from him; fourthly, that you may in this way be made stronger, and better tempered than any steel; fifthly, that you may obtain a clear demonstration of the treasures entrusted to you.
For the devil would not have assailed you, unless he had seen you brought to greater honor. Hence, for example, from the beginning, he attacked Adam, because he saw him in the enjoyment of great dignity. For this reason he arrayed himself against Job, because he saw him crowned and proclaimed by the God of all.
How then says He, “Pray that you enter not into temptation.” For this cause he does not show you Jesus simply going up, but “led up” according to the principle of the Economy; signifying obscurely by this, that we ought not of ourselves to leap upon it, but being dragged thereto, to stand manfully.
And see whither the Spirit led Him up, when He had taken Him; not into a city and forum, but into a wilderness. That is, He being minded to attract the devil, gives him a handle not only by His hunger, but also by the place. For then most especially does the devil assail, when he sees men left alone, and by themselves. Thus did he also set upon the woman in the beginning, having caught her alone, and found her apart from her husband. Just as when he sees us with others and banded together, he is not equally confident, and makes no attack. Wherefore we have the greatest need on this very account to be flocking together continually, that we may not be open to the devil's attacks.
Source: Homilies on the Gospel of St. Matthew (New Advent)