Yes, you're right. Even thought there are other countries that had pyramids, when people say pyramids people would think of Egypt.
Same things with djinns an carpets, people would think of Arab.
Modern times has changed Egypt and Arab a lot, but not all people have went there anyway.
While modern times have changed these places a lot, it's because of culture such as the islamic golden age, 1001 Arabian Nights or even Disney's Aladdin that makes it that whenever people think Arabia they think of magic carpets, genies or Agrabah, even though Arabia is no longer on the map.
Same with Transylvania. Because of Bram Stoker's Dracula and the movie adaptions that follow it, people think Transylvania is some sort of desolate mountain region that barely has much daylight and always dark and creepy.
Here is what the Transylvanian city of
Sighișoara looks like:
It's just easy for people to associate a severely outdated theme or aesthetic to certain places even if the modern culture is no longer like it.
Because of that, that's why I regard Egypt and Arabia different in themes.