We did think about it, but discounted it in the end. An elephant or two isn't really sustainable as a proper unit.
They're not a Hellenistic unit, strictly speaking, they're a native Egyptian one. They do mean you'll see a lot less Greek units in Egypt (outside of those from polis or colony). 2.2g will have Greeks standing in for Egyptians, due to it's lack of new units.
There's a new Baktrian unit coming soon to the feeds (as soon as we decide on its name).