The last Woolly Mammoth died in 1650 B.C, around 500 years after the completion of the pyramids. But what would have happened had woolly mammoths still been a substantial part of the Eurasian fauna?
The megafauna of Eurasia suffered quite a lot from the effects of hunter-gatherers during the African exodus, and it was a close call that horses, reindeer, elks and other big mammals would go extinct as well.