It seems the legend behind them is that they were once a single dragon pokemon that belonged to a pair of brothers who ruled some place, but then the brothers got into an argument and the pokemon, torn by its loyalties to both brothers, split into two pokemon, Reshiram and Zekrom, and each one sided with a different brother and fought each other on behalf of their arguing masters. Eventually the townspeople got sick of the collateral damage caused by their fighting, so they knocked them out and locked them in a tower.

So basically, they're the result of another pokemon's personality disorder.

As for the "Egyptian background", you're kind of exaggerating. Three pokemon with Egyptian-inspired designs does not equate to a Yu-Gi-Oh crossover.

Also the fact alone that "arceus" is suppose to be the god Pokemon, among the other god-like Pokemon (such as the those whom make up the Pokemon creation myth [the Pokedex entries explain it, as does an article at Bulbapedia]).

Plus the upcoming Generation 5 (Black & White) focuses on the ying/yang, and dark vs. light. And the new legendaries look angel-like.
Not to mention the Egyptian background present with some elements that seem to be crossing Yu-gi-oh with Digimon into Pokemon.

I've begun to abandon Pokemon after a very long time of being a fan of the series.
Something about playing Pokemon Soul Silver the first time. The nostalgia hit in full force with New Bark Town revamp.
But then by the time I got to Violet City, I realized what I had forgotten the first time around. The monks in the Sprout Tower.
Not only that, but the heavy focus on the Ruins of Alph.
And by the time I got to Goldenrod City, and realized how heavy the focus is on all the secondary stuff. By this time I already devoted nearly 12 hours of time to the game. I realized the 400+ hours of accumulated gameplay among Diamond and Pearl were even worse.
That's not even including the 150+ hours put into the Mystery Dungeon series, or the hundreds of hours in the previous generations.

All that time could've better been spent worshiping the Lord.
Pokemon wastes more time in our lives than we think.

That's not even including the THOUSANDS of hours I've spent playing other games in my still very young life.
We waste more time than we think playing video games, and Pokemon is probably one of the best at consuming it faster than we think.

Plus gotta remember the anime, cards, and everything else.

I've decided to just sell my Pokemon games and give up on the series as a whole, after 11 years.
Wish I made that decision at least a decade ago.