I don't know about the Egyptian pillows, but in Chinese art it seems like there was another thin layer on top, I presume something soft, and it just hasn't survived after 1000 years, unlike the ceramic base.
old people use hard pillows, and hard bed. My parents still prefer hard mattress, a soft mattress will hurt their back the next morning. Their pillows are filled with seeds. But my grandparents in rural area in old days, use a hardwood pillow. It is something they are used to I guess. I don't think hard pillows are comfortable, but we humans can get used to anything. I cannot imagine to live without hot showers, but people having been living for thousands of years without hot showers.