The Jews did not live in Egypt their whole existence. Jacob and his family moved down there when Joseph was second in command.
Also from the age of 40 to 80 Moses lived with his wife's family near Mount Horeb (Sinai) where it snows.
While it may not snow every year or very much, it does snow in those areas.
Geography and Climate: St. Catherine lies at the foot of the Sinai High Mountain Region, the "Roof of Egypt", where Egypt's highest mountains are found. The town itself is at an elevation of 1600 meters (5200 ft), which makes it a pleasant retreat in the hot summer months. Winters, on the other hand, can be cold, but the days are usually sunny enough to feel comfortable outdoors (most locals still wearing only sandals with no socks), but at nights it does get sub-zero temperatures. Some trekking groups however prefer especially the winter season as they find it more comfortable to hike and climb in these conditions. This is the only place in Egypt where it snows on a regular basis, even in the village, although snow remains only in the mountains. Snow is the best source of water as it melts slowly, thus releasing water at a steady pace,
http://st-katherine.net/en/index.php?option=com_content&task=view&id=12&Itemid=27