John Chrysostom

Because all that Christ did and suffered was for our teaching, He began after His baptism to dwell in the wilderness, and fought against the devil, that every baptized person might patiently sustain greater temptations after His baptism, nor be troubled, as if this which happened to Him was contrary to His expectation, but might bear up against all things, and come off conqueror. …

Catena Aurea by Aquinas ↗

Theophylact of Ohrid

Teaching us not to despair when we fall into temptations after baptism, the Lord goes to the mountain to be tempted, or rather, He does not go of His own accord but is led by the Holy Spirit, showing through this that we too should not throw ourselves into temptations but accept them when they come upon us.

Commentary on Mark ↗

Gregory the Dialogist

It is often doubted by some by what spirit Jesus was led into the desert. This question is properly understood if we believe he was led into the desert by the Holy Spirit, so that his own Spirit would lead him there, where the evil spirit would then find him to tempt him. Therefore it is not unworthy of our Redeemer that he willed to be tempted, he who had come to be killed. For it was just that he should overcome our temptations by his temptations, just as he had come to conquer our death by his death. …

Forty Gospel Homilies, Homily 16 ↗

Bede

And that no one might doubt, by what spirit he said that Christ was driven into the wilderness, Luke has on purpose premised, that Jesus being full of the Spirit returned from Jordan, (Luke 4:12) and then has added, and was led by the Spirit into the wilderness; lest the evil spirit should be thought to have any power over Him, who, being full of the Holy Spirit, departed whither He was willing to go, and did what He was willing to do. …

Catena Aurea by Aquinas ↗