Alexandria… Why? includes a subplot featuring a British soldier and an Egyptian man in a tender, complex relationship. The film portrays their connection with dignity and empathy, avoiding mockery or negative stereotypes. Challenges faced by the characters are framed as external societal and wartime pressures, rather than inherent to their queer identity, resulting in a net positive depiction for its time.

The film portrays family life within its historical context, depicting a nuclear family and parental expectations without explicitly endorsing or critiquing traditional family structures or roles. The narrative focuses more on individual ambition and societal changes than on making a statement about family values.

The film portrays the Christian community as an integral part of Alexandria's diverse social fabric, emphasizing their peaceful coexistence with other faiths. Characters from Christian backgrounds are depicted with nuance and humanity, contributing to the film's message of interfaith harmony.

Muslim characters are depicted as ordinary citizens within the multicultural setting of Alexandria, contributing to the city's vibrant identity. The film's overarching theme of tolerance and shared humanity extends to its portrayal of the Muslim community, showing them as part of the diverse social tapestry.

Jewish characters are shown as an essential component of Alexandrian society during WWII, interacting harmoniously with their Muslim and Christian neighbors. The narrative highlights their shared humanity and the cosmopolitan nature of the city, promoting a sympathetic view of the community.