It is because their gods were fallen angels.  And indeed the fallen angels they saw (and from whence they got their knowledge of the stars, etc from) HAD heads of animals. Look to the book of Ezekial in teh Bible and there it gives you a vivid description of what angels look like: Eze 10:14 And every one had four faces: the first face [was] the face of a cherub, and the second face [was] the face of a man, and the third the face of a lion, and the fourth the face of an eagle.

It draws to mind the Sphinx, Horus, etc. There are many accounts in the scriptures of Angels (malakeem) with heads of animals. So why would the Fallen Ones-who lied to the Egyptians that they were "gods" be any different? Hope this helps. MoriYah