Why is there no Apple Watch SE or Series 6 GPS+Cellular in egypt

Generally Apple only sells the cellular model in a country where there is a cellular carrier that supports the Apple Watch.

See this list of carriers that support the Apple Watch

https://www.apple.com/watch/cellular/

as stated then one can't just pop in a sim card into the watch it usees eSIM eSIM - Wikipedia

so even if you purchased it in a country where it was cellular, then if the carriers in your country did not support esim or was not approved by apple or something it would just work as an non cellular watch, and if purchased in usa, canada which used a different cellular apple watch service then it could never work in your country even if carriers got an agreement with apple later on.