Why is it significant that Santiago's treasure is buried not at the Pyramids but back in Spain at the abandoned church where his journey began? the significance is that the treasure are quite often right in front of us and we must travel far and wide in order to realize this.
The treasure was a reward for going on the journey, regardless of where he found it. He could have found it near the pyramids, he could have found it somewhere else altogether. But the growth he achieved due to the journey would not have been found if he had been told that the treasure was under his feet.
Everything centers on love and knowing that you are part of something much greater: the entire universe. Santiago has learned to speak the language of the desert and the wind, but he now understands that to travel back to Spain, he will realize that which his dreams sent him to find in the first place.
