Alexandria was a Hellenic city in Egypt. For hundreds of years, the occupants there were primarily Greek. They spoke Greek and followed Greek customs and worshiped Greek gods. Egyptian people at the time (something like 300 BC to AD 50-ish? You look it up) were a minority in the city. It was a Roman city for the next few centuries, and then an Arab city about AD 600.
Nationalities weren't as they are today.