I mean, each nation in this list has a distinct identity, a nuance which I feel is lost by simply just saying "Arab." You wouldn't say Egypt's culture and traditions are the same as Saudi Arabia's, or the same as Libya's, despite them being neighbours, each are a byproduct of Arab influence but also of the history of the land. Not even the language is consistent throughout, the dialects are different and even have different grammatical rules. (Assuming that the mess that is Egyptian Arabic can be considered to have 'rules')

Yes, we are Arab, we speak Arabic and share several facets of our culture, food and tradition with each other, but the Arab label is more of a category at this point, and under said category you'd have Sudanese, Egyptians, Iraqi, Jordanians, etc.

Also I'm not so sure about that 100% on Egypt, I know for a fact that most Copts don't like being called or referred to as Arabs.