I guess ultimately... imagine that YOU were one of Pharoah’s magicians. And you wanted an absolutely impressive to-do that NOBODY else could duplicate.
I think we know the mentality, and it would look like the secrecy of the atom bomb program. We don’t go bragging about how we make these bombs by publishing a spec that anyone can copy. We set off the bombs.
Well, if we're going to postulate that it was all done by magic, then I suppose anything's possible. I don't think that's what you mean by "magician", though.
Point is, only so much can be accomplished with a given level of human technology. There are all sorts of things that we can envision, but can't accomplish, because of the limitations of our own technology.
Antigravitic propulsion. Faster-than-light space travel. Cold fusion. A cure for all disease. We'd love to achieve these things and many others, but they're outside the reach of our current technology.
Likewise, construction of megalithic structures like the pyramids, was nowhere within the realm of possibility for the ancient Egyptians. Had it been so, they would have recorded their grand accomplishments on papyrus, paintings, and stone, across the land. They never claimed they built those monuments, and neither should modern people.