I've noticed some companies class Egypt in Europe and other companies class it in Africa so it's worldwide not including USA
Egypt is located in North Africa, you will have to double check with the individual insurance companies what they classify it as, some will have it as Europe while others will say it is Worldwide.
Also if it is classed as Europe, why can't we get the Europe's amount of duty free?
While an insurance company might (wrongly) say it is in Europe it is located out with the EU and you are only entitled to bring in limited quantities
http://www.hmrc.gov.uk/customs/arriving/index.htm
Also we are staying at the Mecure Le Spinx for a few days. Has anyone else stayed there?
Recently changed name from Sofitel Le Sphinx if anybody know that and can help!
How far is it from the main pyramids and the museum?
The Pyramids and Sphinx are located about 5-10 minutes away, walk or haggle and take a taxi, the taxis in the street are much cheaper than hotel taxi (ask Concierge to organise taxi for you cheaper) , the Cairo Museum is a bit further away and will take about 30 minutes in a taxi depending on the traffic which is chaotic in Cairo.