While there we decided we wanted to pop over to Egypt .
Beause we had taken out cover for EUROPE and not worldwide cover , we telephoned the insurer and we were told that the policy covered us to travel to EGYPT
Given the title 'travel insurance' the question is not about where Egypt is (Africa as any fule know) but about what travel insurance is needed, to which the answer is, I still maintain, generally Europe.
Granted there may be exceptions, like Tesco, so it's always wise to check, but most Europe policies would cover it (in fact Tesco is the first one I've come across that doesn't)