Thieves of Egypt is a variation of Forty Bandits. The cards are laid out in the shape of a pyramid (rather than the ten columns of four cards in Forty Bandits). The game is presumably and rather unimaginatively named after this (uneven) pyramid layout.
Be that as it may, I don't find it particularly easy to complete, and Forty Bandits remains (for me) the least difficult from the various 'bandits, thieves and pirates' games of Solitaire.
Forty and Eight, Forty Bandits, Forty Thieves, Thieves of Egypt, Three Pirates