I got a visa as a Brit to go via Taba in 2003 and remember no such box. I've also just downloaded some visa application forms and can find no entry for religion. Still, I'm sure none of us here think that Al Ahram or Egyptian state security would just make it up.
Official: Top Burundi general assassinated in the capital (AP)
from the article: 'Suspected Israeli spy declared himself Muslim to get Egypt visa'