Simply put, this is a city that has gone through plenty of identity crises in its time. Since it's founding by Alexander the Great, Alexandria has asked itself whether it is really a part of Egypt or Europe. In the beginning it was a center of Mediterranean learning, and of course, home of the Pharos. After Alexander, the Ptolemies blended Egyptian and Greek religion more or less successfully until the arrival of Christianity. At this point, rival Christian factions more or less tore the city apart, so by the time Muslim conquerors arrived in the 7th century the city was a ghost town. As the capital of Islamic Egypt was moved to Fustat (essentially Cairo), Alexandria slipped back into obscurity until Napoleon popped up in the 18th century, trying briefly to resurrect the city - until he was chased out of Egypt by the British. Muhammad Ali Pasha, the father of modern Egypt (even though he was Albanian) saw the advantage of developing Egypt as a maritime nation and constructed the Mahmoudia canal to bring fresh water from the Nile to Alexandria. Then, because the rest of the Mediterranean was going to hell around this time (early-mid 19th century) he encouraged European immigrants to settle by gifting them land by the community. For the most part, they were Greeks, Italians, Armenians, Jews, Levantines, and to a lesser extent, French and British. The official language of the city was French.
These guys are the ones who built almost anything of consequence in Alexandria - and they're almost all gone, thanks to Gamal Abdel Nasser's nationalizations in the 60's. The Europeans more or less created the city, and it's evident almost everywhere you walk, in the form of 19th century architecture and graveyards in English, French, Italian and Greek.
To be sure, it's a pretty jarring experience, now that it's quite, quite Arab.
I swear that I did not intend to look so condescending in front of the Grand Pyramid...I think it just sort of happens