Yes I am. It isn't set in stone, but if I was Mussolini I would have used the forces used to invade Greece to strengthen the forces in Libya for the projected invasion of Egypt.
In spite of all the logistical difficulties of getting them to Libya, the ports and the transport infrastructure the British only had about 80,000 men in Egypt, Palestine and the Sudan in June 1940. The RAF and SAAF only had 29 squadrons with about 300 aircraft for the whole of the Middle East and Mediterranean. By the end of the year that had only increased to 41 squadrons, although ITTL 4 of them would not have been in Greece.
I'm not saying that the Italians would be able to take Egypt if they had concentrated on that front, but it is a lot less likely that the British offensive would have been such a spectacular success, if they had attempted it in the first place.