That is mostly because the Mamelukes were elite soldiers trained by the different Caliphates to fight against eachother, because Islam forbids Muslims to fight eachother, they trained young captives (non-Muslims) to fight eachother.Many Mamluks had blond hair and blue eyes too and that's somewhat later in Egypts history ;)
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The reason why you can find fair-haired people in modern-day Egypt has to do with the fact that the Ptolemaic kings used Galatians extensively in their army, due to a severe lack of manpower (the amount of Hellenes and Makedonians living in Aigyptos was low), so they trained the Galatians as elite shock troops. In return, they gave the Galatians a nice big kleros (tract of land) to live in, and since they stayed there for about 2000 years, this is one of the reasons why there are still fair-haired and light-skinned people in modern-day Egypt.
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