Not Egypt, rather the Sahara. These winds are the result of a curious juxtaposition of the Azore-Bermuda High, the Nigerian Low, and the European High. In these summer months the A-B High strengthens as it moves into hot equatorial waters to the east. The Nigerian Low migrates to the north and the Euro High remains fairly steady (semipermanent). All converge into a relatively compact region which result in a flow reversal (relative to winter months) to form strong easterly winds. The winds blow off the African continent over Atlantic waters where they are further carried west by the A-Z. This year the winds are stronger than typical which the historical record indicates happens every 40 years. Being that most of Africa is in drought at this time of year and that the Sahara is the last major landform before the winds hit the Atlantic you can expect a high amount of dust carried aloft.
See also Harmatten and Sirocco winds, chiefly to study wind flows and seasonal pressure gradients.
What I find very curious is these winds are forecast to extend as far west as central Texas.