I can see the Germans bringing the DHD back to Egypt, especially if there was a breakthrough anticipated.
And they may have deemed it safer to experiment in there instead of Germany. Besides, Langford's lab had been setup and running for 10yrs at this pointe Heck, maybe Langford invited them when he found out about their DHD. Bringing it back? I'd guess the Germans were in a rush to leave and could only take the DHD.