It was too complex to steal, and Ottomans historical alliance with France, while disturbed by Napoleon, was still strong after his coup ended (France had sovereignty over a lot of small territories in the Ottoman empire due to their "protector of the Church" status).
That we don't know what was traded exactly (some people say it's the Cairo clock, but it is unclear and probably false) doesn't matter. The fact that Champollion already translated the rosetta stone from ancient greek and that hieroglyph could now be translated probably had an impact on this decision, especially since among all the Obelisks in egypt, Champollion singled out this particular one.
Yes, probably because the British helped the ottomans push back the Napoleonic army before they could enter 'true' ottoman lands (basically stopped them at Rafah or something, I have to check) then let the ottomans retake Egypt for free, without involving other regional powers (it was under ottoman rules in name only when Napoleon was sent there, and truly ruled by ottomans when he got kicked out). I have _not_ read about the English empire in this era, so I might be absolutely wrong. I mostly know French (and Italian somehow) 'modern' history (and only part of it, im not well read on the first Napoléonic empire, just on the moments before, the moments after, and the late second empire)
What nations have never been conquered at any time? Rulers come and go. Countries are born and die and become new countries that get conquered and become something else ruled by someone else. Everything in America can be considered "pillaged" by that same standard, but would you see it all returned?