well its the same reason why most of the legions have there own sorta theme, its how the planets civilization developed during the age of strife, some like Caliban developed into a king Arthur-esque culture, fenris into a viking-esque culture and the ultramarine's into a roman-esque culture(i think im remembering that rightly). its the same for the thousand sons, prospero civilization developed into a Egyptian-esque culture, and so when the magnus the red was discoved and placed in command of his legion they adopted parts of the culture and they become how we see them now, with the Egyptian style.
(p.s Egyptians weren't a separate "race" they were a civilization there's a difference)