Kratos himself wouldn't be going to Egypt, he already been there after the events of God of War 3. If you get a chance to you should read Fallen God comic it explains where Kratos went after his GoW3 and it explains his curse in detail. To sum it up the gods and the people of Egypt knew who he was and what he did and they left him alone...the Egyptian pantheon had no quarrel with him. The only way he would be forced to fight them would be if Atreus got in trouble with them and it forced him to fight them. I rather see him go to India or China.
