This question has troubled many of the biblical commentaries. How could Joseph have allowed his father to mourn him for so long? Why didn't he let Jacob know that he was alive? Egypt is not so far from Canaan, and it was certainly within Joseph's means to dispatch a courier to his father with the good news that he was alive and well.

Here are a few of the answers that are given:

Nachmanides explains (in his commentary on Genesis 42:9) that Joseph understood that his dreams (detailed in Genesis 37) were actual prophecies and would be fulfilled in their entirety. In Joseph's first dream, his eleven brothers were bowing down to him. In the second, his father was included too. Joseph concluded that the first dream must be realized in its entirety before the second one would be fulfilled. Had he sent a message to Jacob, he certainly would have come to see him immediately—and the second dream would have come true before the first. He therefore waited until after all eleven of his brothers – including Benjamin – had come to him, in fulfillment of the first dream, before revealing his identity to his brothers and instructing them to bring Jacob down to Egypt.1

Iturei Torah (a collection of Torah thoughts by Rabbi Aharon Yaakov Greenberg) cites a suggestion that Joseph was concerned that G‑d would punish his brothers for selling him. He therefore wanted to ensure that they repented. The optimal level of repentance is when the transgressor finds himself in the same situation as when he was tempted to sin in the first place, and this time chooses not to sin. The brothers sold Joseph into slavery out of jealousy. Joseph gave his brothers gifts, and he gave Benjamin a bigger gift (ibid. 43:34) to arouse their jealousy. He arranged for Benjamin to be framed as a thief so that he could claim Benjamin as his slave. When the brothers fought for Benjamin's release, without the slightest hint of envy, Joseph saw that their repentance was complete. He immediately revealed himself and told the brothers to let Jacob know that he was still alive. Had Joseph let his father know earlier that he was still alive, his brothers would never have had the opportunity to demonstrate complete repentance.

The Lubavitcher Rebbe answers this question (Likutei Sichot vol. 10 p. 129ff) based on Rashi's assertion (in his commentary on Gen. 37:33) that Isaac, Jacob's father, prophetically knew that Joseph was alive—but didn't tell Jacob. "How can I tell him," Isaac reasoned, "when G‑d chooses to keep it a secret from him?" Joseph simply followed the same logic. He knew that G‑d had sent him to Egypt for a reason, and that G‑d didn't want Jacob to know where he was. Joseph, therefore, refrained from sending a message to his father—though the knowledge that his father was mourning his supposed demise must have certainly pained him immensely.

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