Egypt is not that fond of Zawahiri, what with his involvement in the assassination of Sadat & founding Islamic Jihad (I think); Kuwait would be quite willing to turn abu Gaith over to us in a heartbeat. I don't think Egypt will turn over Zawahiri to us, although we do give them a TON of money each year, which we might use as leverage. And what would be the country of origin of Osama's son?
I think it is a way to give the Iranian government breathing space.
However, if these people are truly in custody, then there is just no way that Kuwait, Saudi or Egypt will take these people. They have a following at home and the revolution is just under the surface for all of them, and besides people have a habit of dying in custody in Saudi and Egypt.
UBL's number 2, was already in jail in Egypt, but escaped or was allowed to escape, to get to the reasons behind you would probably have to ask Mubarak himself, as he is thought to have had a hand in the Sadat assasination.
There is a joke about the assasination in Egypt which states that when Sadat was shot he was on the ground and put his hand up for help and shouted Hosni, Hosni help me please, and Mubarek replied, it's not Hosni it's President Mubarak.
Hell. He is Demon spawn, after all...