Good idea comparing it to the other common way of protecting SZ5:
Norwegian gambit w/1FIG –> successful? --Yes–> G can take Egypt easily, not SZ5
_No__–> G comfortably takes Egypt and SZ5
FIG to Egypt –> force G to choose –—> take Egypt easily, SZ5 impossible
_–> take SZ5 comfortably, avoid Egypt
_–>take both, but G risks catastrophe
In the case G does try for both, the best it can muster is 63% win in LL and 52% in dice, both of which carry a 6% chance of losing the BB.
Also remember, failure to take Egypt almost guarantees a sunk German BB on UK1 (in my book at least), as Suez is open and/or there is another UK FIG hanging around (G going for Trans Jordan doesn’t save it of this fate).
I don’t know, maybe it’s playing risky to put a Russian FIG in harm’s way, but Russia can build another? And the potential gain for Allies is very large. What I would be interested to know is as an Axis player, what would your response be to an extra FIG in Egypt?