While in Norway she immersed herself in the work of Henrik Ibsen, August Strindberg, Ola Hansson, Friedrich Nietzsche, and Knut Hamsun.
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Thomas Hardy acknowledged the influence of Egerton's work on his own, in particular on the construction of his "New Woman" character, Sue Bridehead, in Jude the Obscure.
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Perhaps most notably, Holbrook Jackson credits Egerton with the first mention of Friedrich Nietzsche in English literature (she refers to Nietzsche in Keynotes in 1893, three years before the first of Nietzsche's works was translated into English).
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Four of their sons were knighted, including Field Marshal Sir Charles Egerton, Sir Reginald Egerton (Private Secretary to the Postmaster-General), Admiral Sir George Egerton, and Sir Brian Egerton (tutor to Ganga Singh, the Maharaja of Bikaner).