4 But Egypt, since it is said to mean affliction, or one who afflicts, or one who oppresses, is often used for an emblem of this world; from which we must spiritually withdraw, that we may not be bearing the yoke with unbelievers. For thus each one becomes a fit citizen of the heavenly Jerusalem, when he has first renounced this world; just as that people could not be led into the land of promise, save first they had departed from Egypt. But as they did not depart thence, until freed by Divine help; so no man is turned away in heart from this world, unless aided by the gift of the Divine mercy.
For what was there once prefigured, the same is fulfilled in every faithful one in the daily travailings of the Church, in this end of the world, in this, as the blessed John writes, last time. Hear the Apostle the teacher of the Gentiles, thus instructing us: “I would not, brethren, that you should be ignorant, how that all our fathers were under the cloud, and all passed through the sea; and were all baptized unto Moses in the cloud and in the sea, and did all eat the same spiritual meat, and did all drink the same spiritual drink; for they drank of that spiritual rock that followed them, and that rock was Christ.
But with many of them God was not well pleased, for they were overthrown in the wilderness. Now these things were our examples.” What more do ye wish, most beloved brethren? For it is surely clear, not from human conjecture, but from the declaration of an Apostle, that is, of God and our Lord: for God spoke in them, and though from clouds of flesh, yet it was God who thundered: surely then it is clear by so great testimony that all these things which were done in figure, are now fulfilled in our salvation; because then the future was predicted, now the past is read, and the present observed.
Source: The Enarrations, or Expositions, on the Psalms (New Advent)