The Egyptian authorities had put on a late-night tour for a British foreign secretary who is clearly relishing his new job. He arrived at the foot of the pyramids in a flurry of flashing blue lights and motorcycle outriders, fresh from a dinner with a group of Egyptian ministers and officials to discuss economic reform and having spent the daylight hours with Arab diplomats trying to help clear a path to a new round of Israeli-Palestinian peace talks.
On balance, the secret tunnels of the pharaohs were less labyrinthine, and easier to escape if you took the wrong turning. The Middle East peace process is scattered with traps and dead ends lying in wait for the unwary. Miliband, on his first Middle East outing in his new job, got around them chiefly by asking questions in preference to making pronouncements.
He spent part of Monday afternoon at Cairo University, meeting students, and spent the first 10 minutes interrogating them.
The prevailing mood in the room was quickly apparent: young, educated Arabs hold out little hope for the peace process Miliband is helping launch. It is just another trick at the expense of the Palestinians, one student said. Why take it seriously?
It was an unscripted occasion of the sort US secretaries of state devote large ranks of staff to avoiding. But going into this university hall, one of the British embassy staff cheerfully admitted she had no idea which students had come, and what they would ask.
Miliband listed all the reasons why this particular round, due to begin at Annapolis next Monday night, may just succeed while others have failed so dismally.
Unlike the Camp David negotiations, in 2000, the Arab states were mobilised and anxious to get involved, he insisted. There was an Arab peace plan embracing a two-state solution to the 60-year conflict, and the Arab League was seeking ways to promote it. The foreign secretary had met the league's secretary general, Amr Moussa, who was adamant the Arab world would help find a way out. Furthermore, Miliband argued, the Israelis were ready, for the first time since Camp David, to enter into "final status" comprehensive negotiations immediately, without waiting for both sides to find their way along the step-by-step road map to peace.
The British team was most struck by the attitude of Ehud Barak. A few weeks earlier, the conventional wisdom was that the defence minister and Labour party leader wanted nothing to do with peace talks: he seemed to be waiting until he became prime minister before getting seriously engaged.
However, when Miliband met him on Sunday, Barak appeared keen to go to Annapolis and get involved. He even brought a liberal, pro-engagement Labour MP, Ephraim Sneh, to the Miliband meeting, possibly as a signal that the Israeli defence minister was prepared to take a more conciliatory line.
Could it be that such a veteran as Barak was able to spot a train that was actually heading somewhere worthwhile and wanted to jump aboard before it left the station? Perhaps. Or perhaps he was just trying to look interested, because his party had told him to.
If you were looking for reasons to be gloomy on this trip, there were plenty to be found. The Palestinian Fatah leaders realise they have no choice but to take part in the Annapolis meeting. They are nevertheless extremely pessimistic about the outcome, and aware that failure could bring them down.
Miliband was given a quick guided tour of part of the West Bank that went some of the way to explain the profound sense of despair.
Since June, 1.3 million Palestinians in Gaza have been cut off by Hamas's military takeover, which split the nation. Meanwhile, the West Bank is being cut up and fenced into an ever more intricate patchwork of isolated cantons. The UN has counted more than 500 different barriers, ditches, checkpoints and earth mounds designed to stop the movement of Palestinians.
The closures were originally meant to provide Israel with security from suicide bombers, but the map also betrays economic motives. The main security barrier twists to ensure wells, aquifers and good land stay in Israeli hands.
Most conspicuous of all are the settlements. Miliband was driven from Jerusalem to Jericho past mammoth new housing developments, stretching deep into the West Bank. To serve them, a myriad of new roads was being scored into the earth: smooth and black and closed to Palestinians, whose olive groves were left as rows of black stumps.
Talk of peace has waxed and waned, but every year the settlements have grown. Some of the quickest growth occurred when Barak, as prime minister, was negotiating the run-up to the Camp David talks, seven years ago. Palestinians look up at the sprawl of fresh construction and find it hard to imagine the Israelis will ever leave.
Miliband was well received, on the whole, by the Palestinians, who saw him as genuine, well-briefed and practical. His popularity was helped, of course, by the fact that he was carrying up to £250m in British aid in his back pocket.
But without a radical change in circumstances, many Palestinians argue, all Britain and other European donors are doing, ultimately, is subsidising the occupation, and - at least in Arafat's day - acting as an enabler for Fatah corruption.
{josquote}There is also cynicism back in Britain, where people are bored with the Israeli-Palestinian conflict.{/josquote}
There is also cynicism back in Britain, where people are bored with the Israeli-Palestinian conflict. While Miliband was rushing around the region, the news stories back home focused on the supposed ups and downs of his relationship with Gordon Brown. When he went to the Palestinian police academy in Jericho, a rumour went around the television channels in London that the real reason for the trip was to visit to a little known uncle who was a Jewish settler somewhere in the Jordan valley. Miliband insisted his only uncle lived in Watford.
In these circumstances, the attractions of doing nothing are undeniably great. The talks due to begin in Annapolis run the risk of raising expectations and then dashing them, giving Hamas a boost.
But doing nothing would lead to the same result, without the one-in-10 chance that the negotiations might succeed, reversing the cycle of misery and distrust.
Miliband does not try to feign optimism, but argues that realism should not equate to paralysis. "I don't know if this is going to come off," he said. "But it's very, very important that it does, and people should do everything in their power to make sure it comes off."
· Julian Borger is the Guardian's diplomatic editor