The explanation is that a stateside bank doesn't want to handle a lesser known currency for which it gets little demand and for which it can't predict stable exchange rates in the future. Assuming you could even find a US bank to sell you Egyptian pounds, the rate will be so unfavorable to you it's not worth it. Why not wait until you arrive in Egypt and use an airport ATM or exchange counter to get your first supply?

I get wanting to have a supply in hand before I arrive. I enjoy looking over a new currency and familiarizing myself with it. Unless you're looking for euro, Canadian dollars, UK pounds, Mexican pesos, yen, ... you'll have trouble finding the stuff. I remember spending huge amounts of time before a trip looking for Paraguayan guarani. Yeah, right. The task waited until I got there.

The process works in reverse too. When you leave, spend the pounds you have or change them back to dollars in Egypt. No one will do that for you back home. Or, you keep the bills as souvenirs.