No, it is all reasonably explained.
"The Nile was used to transport supplies and building materials to the pyramids. During the annual flooding of the Nile, a natural harbor was created by the high waters that came conveniently close to the plateau. These harbors may have stayed water-filled year round. Some of the limestone came from Tura, across the river, granite from Aswan, copper from Sinai, and cedar for the boats from Lebanon. The foundations of the pyramids were laid with limestone blocks mined by masons using copper chisels. Contrary to popular belief, the Egyptians built the Giza pyramids up from the bedrock of the plateau, not over a flat sandy base. Khufu, in fact, was built around a small rock knoll. Building stones were predominantly limestone and granite, while mudbrick was used earlier for mastabas."
You have much more explaining to do if it was aliens or and advanced civilisation who suddenly disappeared.