Actually, Pokemon is popular in a number of Muslim countries. It's somewhat popular in Indonesia (nearly 90% Muslim), since I've found quite a few fics in Indonesian. It also seems to have fans in Malaysia and Brunei. However, Indonesia isn't very conservative for the most part. A lot of Indonesian women don't cover their heads and lots of people eat things that are forbidden by the Quran (such as bats). (Believe it or not, most Muslims are not Arabs. Only about 20 percent are.)
I think with Egypt, there's been a trend towards Islamization in the past few years. Years ago, Egyptian Muslim women wore regular bathing suits on the beach and no one complained. Now that isn't the case. It's sad. Egypt also has a large Christian population, and believe me: Arab Christians tend to be very conservative too.
Needless to say, people thinking Pokemon is childish is not a uniquely Middle Eastern problem. Many Americans and Europeans regard the games as childish too. Almost none of my friends are into Pokemon. I think it has to do with 4Kids' handling of the anime, and non-fans associate Pokemon with the anime.
Nintendo may be at fault too. They might be assuming that Middle Easterners aren't gamers. I feel they do the same for Latin Americans. It could be since people there tend to be poorer than people in the US and Europe.