Even ignoring Egypt's special situation, Republican Rome just didn't go around annexing client kingdoms. They frankly preferred client kingdoms to direct rule wherever possible, particularly in the east where there were already established states. Macedonia was only annexed after 2 rebellions. Syria was annexed because the only serious claimant, Tigranes, was fighting Rome. Cappadocia, Galatia, Lycia (given to Rhodes), remained un-annexed during the Republic. Pontus was only annexed after Mithridates's son decided he'd rather fight Rome than be a client, and the particular situation Caesar was in with the civil war meant he would prefer the direct route. Mauretania, despite the numerous problems it had given the Romans over the years, including siding with Pompey against Caesar, remained independent until Caligula killed it's ruler. Even Thrace was ruled by client kings until the time of Claudius. This trend repeated itself in the west. This was how the Romans were administering Germania until Teutoberg, by working with client leaders in the individual tribes. This same pattern worked there well after Teutoberg as well.The conquest of Egypt is almost inevitable. Aulus Gabinius led to trouble, yes, but Egypt was constantly weakening, and being drawn deeper and deeper into the Roman orbit. The prestige and wealth that a conquest offered was enormous. All it takes is a good excuse, and someone with enough (or perhaps, not very much) in the way of prestige to be given the opportunity. After all, Caesar also managed to illegally conquer most of Gaul. It mostly takes an Egyptian king being stupid enough to offer the right kind of opportunity to an ambitious (and connected) governor. After the fact, this will probably lead to another civil war, but that's almost inevitable in the Roman system.
If any Republican Roman commander wants prestige with regards to Egypt, he can easily obtain it by just backing a claimant to the Egyptian throne when an opportunity arises. The prestige and clientele gained would be just as great-Pompey famously had entire eastern kingdoms as his de facto clients, something that came in handy when the civil war came. It also minimizes any political blowback, unless the Roman is particularly vulnerable to it, like Pompey and his terrible politicking always was.