He crossed the border via Egypt, apparently at the Rafiah crossing. It is very unusual for foreigners to be allowed to cross there. The crossing is regulated by the provisions of the Israel/Egypt peace treaty, and Egypt does not formally allow anything in or out without mutual agreement.
It would appear that Israel has not officially objected, just as they allowed the Emir of Qatar to visit Gaza. Qatar is very crucial to the USA’s policy, and the Syria situation, etc.
Later on, of course, the consequences of indulging Qatar will become evident. But not yet.