Wikipedia :

"Its land borders are the Suez Canal to the west and the Israelâ€"Egypt border to the north-east. The Sinai Peninsula is in Southwest Asia (also called West Asia - the more geographically accurate term for the European term of Middle East) while the rest of Egypt is in North Africa. For geopolitical purposes, the Sinai is often considered part of Africa (as the rest of Egypt is)."


So as Africa has to end, and Asia start, somewhere, it's a grey area. I don't know why it bothers you though, unless you feel that having a bit of Egypt out of Africa diminishes it as an African state.