Yes, that is Slayer rocking out at the base of the Sphinx.
For their very first music video, Slayer traveled to Egypt. At the time the video was shot, Iraq had just invaded Kuwait and the world was on the verge of war. Despite all of the tension in the region, the members of Slayer said that they were warmly received by both the citizens of Egypt and the American soldiers who were preparing for Operation Desert Storm. The Egyptian government was so eager to show that it wasn’t anti-American that it allowed Slayer access that the band might not have otherwise been given. At the same time, back in the United States, the Satanic moral panic was still in force and Slayer was being accused of leading its fans into lives of sin and decadence. Slayer was promoting diplomacy while Tipper Gore was still playing records backwards.