Nigeria has a population of around 133m (I always though Egypt was #1 in Africa). I've never been to Nigeria, but I'd think that there will be more people in Egypt who will be able to afford flying to JFK than in Lagos (especially as there are like 3 other airlines from Lagos).
Interesting to know that Delta once did a JFK-CAI-DXB route. I guess I was too young to have noticed.
I don't think security has anything to do with it-its not like they're flying to Kabul or Basra. Anyway, I hope the JFK-CAI route is a success. This could prompt American and United to launch services, and raise Egyptian-American passenger feed, prompting the launch of another route to America within Egypt (from another city).