I just tell anyone who asks that I'm Orthodox. I don't have to explain anything about Egypt, since I'm not Egyptian.
But no, not a lot of people know about the Coptic Orthodox Church. Ditto the Syriac Orthodox Church, which is the other church in our communion which is not referencing an existing country. (And in fact they changed their official name in English a few years ago specifically to disassociate from the modern country of Syria.)
And Nephi, you are absolutely right regarding Catholics. Having been one before converting to Orthodoxy, I can say at least in my own experience that it is super-tiring to have to listen to my former co-religionists (co-confessionalists?) blather on about the Catholics in every country you might mention, even though they've asked you about your own church
, not their Catholic knock-off churches. "Oh, you're Coptic Orthodox?" "Yes." "Did you know there are also Coptic Catholics?" "Yes." "So...are you like Coptic Catholics? What do you think about the Coptic Catholic patriarch (who I can't name)? What do you think about the Pope? ... What do you mean 'Roman' Pope? There's another one? Well that's
wrong...quit trying to legitimize your tiny church nobody's ever heard of by saying you have the Pope. That's offensive. Only we have the Pope. [...] So, how soon do you think you'll reunite with us? I think it will be really, really soon."
Sometimes there are worse things than being relatively unknown.