At risk of what? I agree that the manner that the checks are carried out are "non-standard" at SSH to say the least, but there are SO many staff involved in every stage of the process (for the "customary" few Egyptian pounds) that I doubt anyone would get far without the correct documentation. Add that to the fact that everything and everbody is/are X-rayed as they enter the airport (standard at all Egyptian airports as far as I know), and there doesn't appear to be a lot of opportunity for anything to go awry.
PHX