Egyptian talisman Mohamed Salah scored with a lob in the 22nd minute before Saudi Arabia's Salman Al-Faraj levelled the score at 1-1 by half-time from the penalty spot in Monday's Group A game, the last match of the tournament for the two already-eliminated teams.
"We want an investigation into the performance of the whole refereeing team," Egyptian Football Association president Hany Abo Rida said on Friday.
Egypt have gambled on Mohamed Salah returning to fitness in the coming weeks by naming him in their 23-man squad for this month's World Cup in Russia.
Belgium hammered the final nail into Egypt's halting World Cup warm-up campaign with an assured 3-0 win in Brussels on Wednesday that settled some nerves among the fancied hosts.