I'm sure you could hallucinate a giant octopus coming out of the Great Pyramid.

I don't think the Ancient Egyptians, in general, could because most of them didn't live near an ocean and it's not like an octopus is easy to keep fresh when you're taking seafood down the Nile to trade.

Also, they knew that the pyramid was a tomb for a pharaoh. It's not like that was a secret. It's never been a secret. People just want there to be a secret involved. I guess because it's a funny shape? I don't know.