The giants built the pyramids
If Atreus goes in search of the giants who are believed to have fled to who knows where, one thing I like to think is that they fled to Egypt (Angrboda says something about "What seas would they have crossed?" in a dialogue), and being There for one reason or another, the construction of the pyramids is attributed to the alliance between the Nordic Giants and the Egyptian gods who somehow managed to control them by force, or negotiated with them. In case it is the first, it may also be that if we have a game of Atreus in his odyssey with the giants, Atreus will have to rescue them from the Egyptian gods (Having to kill them, probably continuing the essence of the Killing Gods game, which would trigger another interesting character arc for atreus)
( I smoked 3 to write this)