This Sunday marks the beginning of the church year, not the calendar year. There's a big difference. And the gospel text is the entrance of Jesus into Jerusalem, not him as a little baby who grows up by the end of the year.
The church does things differently from the world, and that's a good thing--since the world is so sinful. Jesus comes into Jerusalem on a donkey, not a horse. There's a big difference. And it's not even his own donkey; he borrows it.
He also ends up borrowing a place to have the Last Supper. The prisoner Barabbas--who is called "notorious" in Matthew's account (the word means "outstanding" when it's used in a good sense)--goes free; and Jesus, who committed no wrong, takes his place as it were. And it's also a borrowed tomb.
Also unique to Matthew's account are the two stories that are laid out and that are being told "to this day (Matthew 28:15)" --the story that Jesus was stolen from the tomb, and the actual account that he appears briefly both to the women and then to the disciples. That's obviously a big difference as well!
In a way, Jesus' way makes no sense. If God is behind it, why doesn't his way work out with a bit more power? Why doesn't it work out a bit more orderly or consistently? Why doesn't it work out at least a bit more nicely for One who is called the Son of God?!
Why questions are usually asked when people can observe a situation from the safe position. When people are really in trouble, they usually don't bother asking those kinds of questions.
People in deep trouble just receive the things that come to them as wonderful gifts, and they make the most use of them that they can. And they usually enjoy being saved.