The word you're looking for is Kemetism, but like Asatru, it's actually a name for the modern reconstruction of Egyptian paganism, not the original belief system. Most pre-Christian European religions were inclusive and didn't really identify the worshiping of other pantheons as something different from them (and thus didn't have a name for it). They often found ways to include other religious traditions as part of their own. For example, the Greeks interpreted the Egyptian gods as being the same gods as theirs with different names. After the Greek conquest of Egypt, the religions were combined and there was worship of Zeus-Amon. The Hebrews were fairly unique in that they identified their religion as something separate from that of their neighbors. It's only because that norm was spread by Christianity and Islam as derivatives of the Hebrew religion that we see religions as discrete identity groups today.