The price difference depends on the class. I usually buy F, so CAI is really worth doing it. The nice part is: you already have a coupon to go back to CAI. So you need only a one way for the first time. I have been in CAI 3 times in the last 10 month.....
Also check - there are very inexpensive charter flights from Germany (and i would assume to other countries also) to places in Egypt. And a one way ticket from Luxor or any other interesting place to CAI is cheap. So why not start with a few days in Egypt? Hotels are fairly inexpensive, taxis are cheap. And buying a ticket there is really easy. Some travelagents (mine here in Germany for example) is even able to book some ticket types starting in CAI. So aks yours.

Also read about the Platinum Challange (assuming you have no or a lower status) on the AA board. As soon as you are plat you get 100 % bonus even in Eco.

Taxes depend on the airports you touch. So (at least in theory) the only difference in a (otherwise identical) itinary from CAI and MAD is the difference in the taxes between these two airports (which is not much). Also consider F instead of C when you starting from CAI. The price difference is not too big. It will likely spoil you and you will never get back to C.....