Things are easier if you put countries like Nigeria, Congo, and Zimbabwe in the "Sub-Sahara African” bucket. Egypt is not a Sub-Sahara African country, and that makes cognitive sense.
In France they usually prefer the term maghreb for the north-west african countries.
That doesn't include Egypt though, does it?
No, from wikipedia the Maghreb is "usually defined as much or most of the region of western North Africa or Northwest Africa, west of Egypt."
For hysterical raisins only: Maghreb were French colonies at the time when this name took hold, whereas Egypt was British.