It wasn't just Egypt, although Egypt was particularly key to the Emperor. Most Roman provinces were also not given to the senate to appoint a governor. Only a small subset of centrally located provinces along Italy itself and the Mediterranean were called "senatorial provinces". The key frontier provinces, where most of the troops are (Britain, Danube, Rhine, Syria etc) were imperial provinces, where the Emperor directly appointed governors, again to make sure only the people he trusts are given military commands.